+1,772.4%
MU vs NVDL
+2,772.7%
-1,000.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.6% |
| 7D | +9.0% | +11.7% | -2.7% | +5.0% |
| 30D | +13.8% | +7.8% | +6.0% | +10.1% |
| 3M | +2.1% | +3.3% | -1.2% | +0.4% |
| 6M | +153.8% | +38.9% | +114.9% | +124.6% |
| YTD | +256.4% | +28.5% | +227.9% | +220.3% |
| 1Y | +719.8% | +40.6% | +679.2% | +609.8% |
| 3Y | +1,360.4% | +648.7% | +711.7% | +609.2% |
| All | +1,772.4% | +2,772.7% | -1,000.3% | +524.3% |
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