-1.5%
NVDL vs MTB
-3.5%
+2.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.7% |
| 7D | -8.7% | -0.4% | -8.3% | -8.6% |
| 30D | -1.3% | -4.6% | +3.3% | -0.4% |
| All | -1.5% | -3.5% | +2.1% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1mo: compounded portfolio wealth divided by compounded MTB 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…
1mo analysis · Full analysis span regression · Available span rolling