-99.1%
NVD vs MKC
-31.7%
-67.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.9% |
| 7D | +9.0% | -2.8% | +11.9% | +10.8% |
| 30D | -5.5% | -3.4% | -2.1% | -3.2% |
| 3M | -24.6% | +3.8% | -28.4% | -26.0% |
| 6M | -42.1% | -17.9% | -24.1% | -35.7% |
| YTD | -44.3% | -23.6% | -20.7% | -35.9% |
| 1Y | -54.2% | -23.1% | -31.1% | -47.5% |
| All | -99.1% | -31.7% | -67.5% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling