+28.5%
MDT vs NVDL
+2,476.2%
-2,447.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.4% | -10.3% | +6.9% | -3.5% |
| 30D | +0.2% | -7.1% | +7.3% | +0.2% |
| 3M | +14.3% | +6.6% | +7.7% | +14.4% |
| 6M | +4.0% | +21.1% | -17.1% | +4.2% |
| YTD | -3.7% | +15.2% | -18.9% | -3.5% |
| 1Y | -0.4% | +18.8% | -19.1% | -0.2% |
| 3Y | +23.3% | +649.9% | -626.6% | +25.0% |
| All | +28.5% | +2,476.2% | -2,447.7% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling