+408.4%
NVDL vs MP
+125.4%
+283.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.9% | +0.4% | +4.3% |
| 7D | -18.2% | -10.5% | -7.6% | -16.0% |
| 30D | -40.1% | -23.5% | -16.5% | -36.5% |
| 3M | -31.9% | -25.4% | -6.5% | -27.8% |
| 6M | -29.3% | -51.3% | +22.0% | -19.1% |
| YTD | -19.2% | -29.9% | +10.7% | -14.2% |
| 1Y | -23.3% | -31.8% | +8.6% | -18.0% |
| All | +408.4% | +125.4% | +283.0% | +308.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling