+10.5%
MO vs NVDL
+42.2%
-31.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.7% |
| 7D | +0.3% | +11.7% | -11.3% | +1.7% |
| 30D | +0.6% | +7.8% | -7.2% | +1.9% |
| 3M | -1.0% | +3.3% | -4.3% | +1.0% |
| 6M | +4.3% | +38.9% | -34.5% | +9.8% |
| YTD | +23.3% | +28.5% | -5.2% | +29.4% |
| 1Y | +10.5% | +40.6% | -30.1% | +20.0% |
| All | +10.5% | +42.2% | -31.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling