-20.1%
NVDL vs MRSH
+20.0%
-40.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.4% | -2.8% |
| 7D | -14.0% | +9.4% | -23.4% | -5.6% |
| 30D | -31.2% | +23.4% | -54.6% | -14.7% |
| 3M | -15.5% | +9.9% | -25.4% | -4.9% |
| 6M | -10.3% | +26.0% | -36.3% | +14.1% |
| YTD | -5.8% | +15.2% | -21.0% | +9.2% |
| 1Y | -20.1% | +18.4% | -38.5% | -1.5% |
| All | -20.1% | +20.0% | -40.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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