-54.2%
NVD vs MTB
+24.6%
-78.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.3% |
| 7D | +10.8% | 0.0% | +10.8% | +10.8% |
| 30D | +0.8% | -4.8% | +5.6% | 0.0% |
| 3M | -20.8% | +6.0% | -26.8% | -20.2% |
| 6M | -41.2% | +19.6% | -60.8% | -37.9% |
| YTD | -44.2% | +21.5% | -65.7% | -42.0% |
| 1Y | -54.2% | +24.7% | -78.9% | -51.1% |
| All | -54.2% | +24.6% | -78.8% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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