+1,716.9%
NVDL vs MP
+8.0%
+1,709.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.9% | +0.4% | +4.2% |
| 7D | -18.2% | -10.5% | -7.6% | -15.8% |
| 30D | -40.1% | -23.5% | -16.5% | -36.2% |
| 3M | -31.9% | -25.4% | -6.5% | -27.5% |
| 6M | -29.3% | -51.3% | +22.0% | -18.0% |
| YTD | -19.2% | -29.9% | +10.7% | -14.0% |
| 1Y | -23.3% | -31.8% | +8.6% | -17.8% |
| 3Y | +427.9% | +127.0% | +300.9% | +277.7% |
| All | +1,716.9% | +8.0% | +1,709.0% | +1,618.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling