+2,490.2%
NVDL vs MCO
+59.5%
+2,430.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.5% |
| 7D | -10.3% | -3.8% | -6.6% | -7.5% |
| 30D | -7.1% | -0.4% | -6.7% | -7.6% |
| 3M | +6.6% | +7.7% | -1.1% | -3.3% |
| 6M | +21.1% | +7.0% | +14.1% | +9.3% |
| YTD | +15.2% | -6.4% | +21.6% | +17.2% |
| 1Y | +18.8% | -7.6% | +26.4% | +20.3% |
| 3Y | +649.9% | +43.2% | +606.7% | +351.1% |
| All | +2,490.2% | +59.5% | +2,430.7% | +1,228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling