-20.1%
NVDL vs MKC
-18.2%
-1.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.4% | -11.5% | -2.5% |
| 7D | -14.0% | +9.6% | -23.6% | -8.3% |
| 30D | -31.2% | +12.0% | -43.2% | -25.1% |
| 3M | -15.5% | -2.0% | -13.5% | -15.4% |
| 6M | -10.3% | +7.2% | -17.5% | -3.5% |
| YTD | -5.8% | -23.7% | +18.0% | -16.6% |
| 1Y | -20.1% | -18.3% | -1.8% | -23.5% |
| All | -20.1% | -18.2% | -1.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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