-3.9%
MCD vs NVT
+3.0%
-6.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -12.7% | +19.2% | +4.6% |
| 7D | +11.9% | -19.5% | +31.3% | +8.8% |
| 30D | +20.2% | -32.4% | +52.6% | +14.6% |
| 3M | +5.2% | -30.3% | +35.5% | +0.9% |
| 6M | 0.0% | -30.4% | +30.5% | -3.9% |
| YTD | -6.5% | +11.3% | -17.9% | -6.4% |
| 1Y | -3.9% | +3.6% | -7.5% | -4.3% |
| All | -3.9% | +3.0% | -6.9% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling