+265.1%
MU vs NVDL
-23.5%
+288.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.1% | -0.9% | -4.0% |
| 7D | -19.1% | -14.0% | -5.1% | -12.8% |
| 30D | -25.2% | -31.2% | +5.9% | -10.6% |
| 3M | -10.9% | -15.5% | +4.6% | -4.9% |
| 6M | +38.0% | -10.3% | +48.3% | +41.7% |
| YTD | +178.8% | -5.8% | +184.6% | +174.6% |
| 1Y | +265.1% | -20.1% | +285.2% | +284.4% |
| All | +265.1% | -23.5% | +288.6% | +284.4% |
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 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