-30.2%
NVD vs MKTX
+5.4%
-35.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +15.0% | +0.5% | +14.5% | +15.0% |
| 30D | +39.3% | +1.0% | +38.3% | +39.3% |
| 3M | +3.1% | +2.5% | +0.6% | +3.1% |
| 6M | -19.0% | +8.0% | -27.0% | -13.6% |
| YTD | -35.5% | -7.3% | -28.3% | -25.0% |
| 1Y | -30.2% | +4.7% | -34.8% | -20.5% |
| All | -30.2% | +5.4% | -35.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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