-61.4%
NVD vs MKC
-23.4%
-38.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | -11.1% | -5.9% | -5.2% | -7.2% |
| 30D | -13.3% | -0.9% | -12.4% | -12.2% |
| 3M | -19.8% | +12.7% | -32.5% | -25.5% |
| 6M | -48.8% | -19.3% | -29.5% | -41.0% |
| YTD | -49.7% | -22.2% | -27.5% | -40.3% |
| 1Y | -61.4% | -23.3% | -38.0% | -54.7% |
| All | -61.4% | -23.4% | -38.0% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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