+2,672.5%
NVDL vs MDB
+63.1%
+2,609.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.6% | -2.5% |
| 7D | +7.3% | -18.0% | +25.3% | +15.9% |
| 30D | -0.7% | -10.7% | +10.0% | +3.0% |
| 3M | +9.5% | +1.0% | +8.5% | +5.9% |
| 6M | +41.6% | +31.6% | +10.0% | +19.6% |
| YTD | +23.3% | -15.2% | +38.5% | +23.7% |
| 1Y | +40.3% | +10.1% | +30.2% | +22.4% |
| 3Y | +692.2% | -5.6% | +697.8% | +571.2% |
| All | +2,672.5% | +63.1% | +2,609.5% | +1,448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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