+2,494.8%
NVDL vs MCO
+57.0%
+2,437.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.5% |
| 7D | -8.7% | -7.3% | -1.4% | -2.9% |
| 30D | -1.3% | -1.7% | +0.4% | -0.7% |
| 3M | +11.4% | +3.9% | +7.4% | +4.2% |
| 6M | +22.9% | +3.8% | +19.1% | +13.9% |
| YTD | +15.4% | -7.9% | +23.3% | +18.9% |
| 1Y | +18.8% | -6.8% | +25.6% | +17.9% |
| 3Y | +641.4% | +40.9% | +600.4% | +351.8% |
| All | +2,494.8% | +57.0% | +2,437.8% | +1,248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling