-98.4%
NVD vs MUB
+10.3%
-108.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.9% | +8.5% |
| 7D | +17.0% | -0.8% | +17.8% | +16.5% |
| 30D | +77.3% | +2.4% | +74.9% | +79.7% |
| 3M | +61.6% | -1.1% | +62.7% | +59.5% |
| 6M | +40.7% | -1.0% | +41.7% | +38.9% |
| YTD | -10.5% | -0.3% | -10.2% | -11.3% |
| 1Y | -6.1% | 0.0% | -6.1% | -7.1% |
| All | -98.4% | +10.3% | -108.7% | -97.9% |
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