+2,490.2%
NVDL vs MAR
+105.7%
+2,384.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.7% |
| 7D | -10.3% | -0.5% | -9.8% | -9.9% |
| 30D | -7.1% | -5.4% | -1.7% | -2.8% |
| 3M | +6.6% | -15.5% | +22.1% | +22.3% |
| 6M | +21.1% | +3.0% | +18.1% | +13.4% |
| YTD | +15.2% | +8.5% | +6.7% | +0.7% |
| 1Y | +18.8% | +26.0% | -7.2% | -15.0% |
| 3Y | +649.9% | +68.6% | +581.3% | +295.4% |
| All | +2,490.2% | +105.7% | +2,384.4% | +917.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling