+2,494.8%
NVDL vs MAR
+102.3%
+2,392.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.0% |
| 7D | -8.7% | -2.1% | -6.6% | -6.9% |
| 30D | -1.3% | -5.7% | +4.3% | +3.6% |
| 3M | +11.4% | -14.6% | +26.0% | +26.4% |
| 6M | +22.9% | +1.3% | +21.5% | +16.7% |
| YTD | +15.4% | +6.7% | +8.7% | +2.4% |
| 1Y | +18.8% | +26.4% | -7.7% | -16.0% |
| 3Y | +641.4% | +64.7% | +576.7% | +299.5% |
| All | +2,494.8% | +102.3% | +2,392.5% | +935.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling