-99.2%
NVD vs MUB
+8.2%
-107.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.3% |
| 7D | +0.5% | -0.7% | +1.2% | -0.2% |
| 30D | -9.3% | -2.0% | -7.3% | -11.1% |
| 3M | -22.1% | -2.5% | -19.6% | -24.0% |
| 6M | -45.8% | -2.3% | -43.5% | -46.7% |
| YTD | -46.7% | -1.3% | -45.4% | -47.4% |
| 1Y | -59.5% | +1.1% | -60.6% | -59.6% |
| All | -99.2% | +8.2% | -107.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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