+98.6%
MMM vs NVDL
+625.2%
-526.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.1% | -10.3% | +8.2% | -1.6% |
| 30D | -9.8% | -7.1% | -2.7% | -9.6% |
| 3M | +4.9% | +6.6% | -1.7% | +4.2% |
| 6M | +7.3% | +21.1% | -13.7% | +5.2% |
| YTD | +4.5% | +15.2% | -10.7% | +2.5% |
| 1Y | +5.4% | +18.8% | -13.4% | +2.6% |
| 3Y | +98.6% | +649.9% | -551.3% | +73.0% |
| All | +98.6% | +625.2% | -526.6% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling