+2,672.5%
NVDL vs MP
+68.8%
+2,603.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.3% |
| 7D | +7.3% | +3.0% | +4.3% | +6.6% |
| 30D | -0.7% | +8.3% | -9.0% | -2.7% |
| 3M | +9.5% | -3.8% | +13.3% | +9.8% |
| 6M | +41.6% | -4.9% | +46.5% | +41.3% |
| YTD | +23.3% | +9.6% | +13.7% | +18.8% |
| 1Y | +40.3% | -11.7% | +52.0% | +37.9% |
| 3Y | +692.2% | +158.5% | +533.7% | +480.9% |
| All | +2,672.5% | +68.8% | +2,603.7% | +2,271.3% |
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