-20.1%
NVDL vs MDY
+17.5%
-37.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -7.3% |
| 7D | -14.0% | +1.7% | -15.7% | -17.0% |
| 30D | -31.2% | +1.2% | -32.4% | -32.8% |
| 3M | -15.5% | -3.5% | -12.0% | -8.5% |
| 6M | -10.3% | +3.5% | -13.8% | -13.9% |
| YTD | -5.8% | +13.6% | -19.4% | -21.9% |
| 1Y | -20.1% | +17.1% | -37.1% | -35.7% |
| All | -20.1% | +17.5% | -37.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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