-99.1%
NVD vs MDY
+48.8%
-148.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +2.0% |
| 7D | +10.8% | -1.9% | +12.7% | +6.6% |
| 30D | +0.8% | -4.6% | +5.4% | -8.5% |
| 3M | -20.8% | -1.2% | -19.6% | -21.6% |
| 6M | -41.2% | +9.2% | -50.4% | -25.5% |
| YTD | -44.2% | +13.1% | -57.3% | -22.7% |
| 1Y | -54.2% | +13.0% | -67.2% | -36.0% |
| 3Y | -99.1% | +49.2% | -148.3% | -97.5% |
| All | -99.1% | +48.8% | -148.0% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling