-54.2%
NVD vs MKTX
-10.6%
-43.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +10.8% | -0.2% | +11.1% | +10.9% |
| 30D | +0.8% | +0.7% | 0.0% | +0.7% |
| 3M | -20.8% | +40.8% | -61.6% | -25.3% |
| 6M | -41.2% | -8.0% | -33.2% | -30.0% |
| YTD | -44.2% | -8.7% | -35.5% | -31.1% |
| 1Y | -54.2% | -11.8% | -42.3% | -42.0% |
| All | -54.2% | -10.6% | -43.6% | -42.0% |
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