-99.2%
NVD vs MTB
+106.8%
-205.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.6% |
| 7D | -7.7% | +2.8% | -10.4% | -6.2% |
| 30D | -5.8% | -4.2% | -1.6% | -7.9% |
| 3M | -23.2% | +7.8% | -31.0% | -19.9% |
| 6M | -49.7% | +14.8% | -64.6% | -45.4% |
| YTD | -47.7% | +20.8% | -68.5% | -41.1% |
| 1Y | -61.3% | +23.1% | -84.5% | -56.0% |
| 3Y | -99.2% | +114.8% | -214.0% | -98.8% |
| All | -99.2% | +106.8% | -205.9% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling