+2.3%
MDT vs NVDL
+40.4%
-38.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.6% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | +2.8% | +3.4% | -0.6% | +3.2% |
| 3M | +13.1% | +8.1% | +5.0% | +14.4% |
| 6M | +2.3% | +31.9% | -29.5% | -0.2% |
| All | +2.3% | +40.4% | -38.1% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling