-38.7%
NVDL vs MP
-37.7%
-0.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.0% | -10.9% | -9.7% |
| 7D | -17.5% | +11.0% | -28.5% | -20.9% |
| 30D | -49.2% | -11.7% | -37.5% | -46.9% |
| 3M | -49.0% | -30.8% | -18.2% | -42.0% |
| 6M | -50.9% | -42.9% | -8.0% | -41.1% |
| YTD | -36.7% | -25.9% | -10.8% | -35.2% |
| All | -38.7% | -37.7% | -0.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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