-8.5%
MKC vs NVDX
+774.9%
-783.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -1.0% |
| 7D | -2.8% | -8.6% | +5.8% | -3.2% |
| 30D | -3.4% | -1.4% | -1.9% | -3.3% |
| 3M | +3.8% | +10.6% | -6.9% | +4.7% |
| 6M | -17.9% | +20.2% | -38.1% | -16.6% |
| YTD | -23.6% | +11.8% | -35.4% | -22.4% |
| 1Y | -23.1% | +12.9% | -36.0% | -21.6% |
| All | -8.5% | +774.9% | -783.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 all: compounded portfolio wealth divided by compounded NVDX 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…
all analysis · Full analysis span regression · 6 months rolling