-20.1%
NVDL vs MAR
+62.0%
-82.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.0% | -8.1% | -6.3% |
| 7D | -14.0% | +7.7% | -21.8% | -14.8% |
| 30D | -31.2% | +19.4% | -50.6% | -32.6% |
| 3M | -15.5% | +23.3% | -38.8% | -17.9% |
| 6M | -10.3% | +22.8% | -33.1% | -13.6% |
| YTD | -5.8% | +37.8% | -43.5% | -9.6% |
| 1Y | -20.1% | +57.4% | -77.4% | -20.6% |
| All | -20.1% | +62.0% | -82.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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