+1,696.3%
MU vs NVDL
+2,476.2%
-779.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.1% | -10.3% | +6.3% | -0.5% |
| 30D | +7.0% | -7.1% | +14.1% | +8.9% |
| 3M | -2.1% | +6.6% | -8.6% | -4.9% |
| 6M | +133.1% | +21.1% | +112.0% | +115.5% |
| YTD | +241.9% | +15.2% | +226.7% | +218.6% |
| 1Y | +548.8% | +18.8% | +530.0% | +494.1% |
| 3Y | +1,308.2% | +649.9% | +658.3% | +591.4% |
| All | +1,696.3% | +2,476.2% | -779.9% | +521.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling