-99.2%
NVD vs MDY
+49.0%
-148.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | -0.4% |
| 7D | +0.5% | -0.8% | +1.3% | -1.0% |
| 30D | -9.3% | -3.9% | -5.4% | -16.2% |
| 3M | -22.1% | 0.0% | -22.0% | -20.6% |
| 6M | -45.8% | +8.5% | -54.4% | -32.3% |
| YTD | -46.7% | +13.2% | -59.9% | -26.0% |
| 1Y | -59.5% | +15.0% | -74.5% | -41.2% |
| 3Y | -99.2% | +49.6% | -148.7% | -97.6% |
| All | -99.2% | +49.0% | -148.2% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling