+92.1%
MA vs NVT
+243.7%
-151.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.2% |
| 7D | -1.8% | +3.5% | -5.2% | -2.4% |
| 30D | +11.0% | -28.2% | +39.2% | +15.8% |
| 3M | +17.9% | -30.1% | +47.9% | +22.9% |
| 6M | +33.2% | -32.5% | +65.6% | +38.6% |
| YTD | +16.5% | +15.2% | +1.3% | +5.4% |
| 1Y | +19.1% | +7.2% | +11.9% | +9.4% |
| 3Y | +70.6% | +134.2% | -63.6% | +9.1% |
| 5Y | +92.1% | +238.3% | -146.2% | -7.0% |
| All | +92.1% | +243.7% | -151.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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