-54.2%
NVD vs MKC
-23.2%
-31.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | 0.0% |
| 7D | +10.8% | -1.5% | +12.3% | +11.9% |
| 30D | +0.8% | -3.1% | +3.9% | +3.5% |
| 3M | -20.8% | +5.2% | -26.0% | -23.2% |
| 6M | -41.2% | -12.8% | -28.3% | -36.2% |
| YTD | -44.2% | -23.3% | -20.9% | -33.9% |
| 1Y | -54.2% | -24.1% | -30.0% | -47.5% |
| All | -54.2% | -23.2% | -31.0% | -47.5% |
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