+95.0%
MO vs NVDL
+625.2%
-530.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -10.3% | +10.5% | -0.4% |
| 30D | +7.1% | -7.1% | +14.3% | +7.0% |
| 3M | -2.0% | +6.6% | -8.5% | -1.1% |
| 6M | +7.3% | +21.1% | -13.8% | +9.2% |
| YTD | +23.5% | +15.2% | +8.2% | +25.6% |
| 1Y | +11.0% | +18.8% | -7.8% | +13.4% |
| 3Y | +95.0% | +649.9% | -554.9% | +91.4% |
| All | +95.0% | +625.2% | -530.2% | +91.4% |
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