+96.6%
MO vs NVDL
+2,480.8%
-2,384.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.0% | +1.1% |
| 7D | -1.0% | -8.7% | +7.7% | -1.4% |
| 30D | +5.8% | -1.3% | +7.1% | +5.9% |
| 3M | -4.5% | +11.4% | -15.9% | -3.7% |
| 6M | +5.7% | +22.9% | -17.2% | +7.3% |
| YTD | +23.1% | +15.4% | +7.7% | +24.9% |
| 1Y | +10.9% | +18.8% | -7.8% | +12.9% |
| 3Y | +96.1% | +641.4% | -545.2% | +101.2% |
| All | +96.6% | +2,480.8% | -2,384.2% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling