+57.6%
NVTS vs MDLN
-7.1%
+64.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.3% |
| 7D | -1.4% | -11.1% | +9.7% | -0.6% |
| 30D | -16.5% | -8.4% | -8.1% | -16.0% |
| 3M | -47.6% | -12.4% | -35.2% | -47.3% |
| 6M | +7.3% | -23.3% | +30.5% | +11.6% |
| YTD | +62.9% | -22.5% | +85.4% | +63.3% |
| All | +57.6% | -7.1% | +64.6% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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