-32.5%
NVDL vs MTCH
+28.3%
-60.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.6% | -2.6% | -16.0% | -18.4% |
| 7D | -28.8% | -8.2% | -20.6% | -28.3% |
| 30D | -44.0% | -3.6% | -40.4% | -43.8% |
| 3M | -35.6% | +3.2% | -38.8% | -36.6% |
| 6M | -25.3% | +5.1% | -30.4% | -28.2% |
| YTD | -23.3% | +24.0% | -47.3% | -28.9% |
| 1Y | -32.5% | +20.7% | -53.2% | -36.6% |
| All | -32.5% | +28.3% | -60.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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