+2,494.8%
NVDL vs MKC
-35.9%
+2,530.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -5.1% |
| 7D | -8.7% | -2.8% | -5.9% | -10.0% |
| 30D | -1.3% | -3.4% | +2.1% | -2.7% |
| 3M | +11.4% | +3.8% | +7.6% | +14.7% |
| 6M | +22.9% | -17.9% | +40.8% | +15.0% |
| YTD | +15.4% | -23.6% | +39.0% | +5.6% |
| 1Y | +18.8% | -23.1% | +41.8% | +10.0% |
| 3Y | +641.4% | -31.5% | +672.9% | +617.3% |
| All | +2,494.8% | -35.9% | +2,530.6% | +2,520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling