+18.8%
NVDL vs MCO
-5.7%
+24.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | +0.1% |
| 7D | -10.3% | -3.8% | -6.6% | -10.9% |
| 30D | -7.1% | -0.4% | -6.7% | -7.4% |
| 3M | +6.6% | +7.7% | -1.1% | +6.6% |
| 6M | +21.1% | +7.0% | +14.1% | +21.3% |
| YTD | +15.2% | -6.4% | +21.6% | +17.1% |
| 1Y | +18.8% | -7.6% | +26.4% | +24.3% |
| All | +18.8% | -5.7% | +24.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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