+97.0%
MCD vs NVT
+712.1%
-615.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -2.9% | +7.0% | -9.9% | -3.9% |
| 30D | -6.7% | -2.3% | -4.4% | -6.6% |
| 3M | -9.6% | -3.1% | -6.5% | -9.9% |
| 6M | -22.3% | +47.0% | -69.3% | -29.0% |
| YTD | -15.4% | +56.2% | -71.6% | -23.9% |
| 1Y | -16.8% | +74.5% | -91.3% | -27.4% |
| 3Y | -2.4% | +184.0% | -186.4% | -28.0% |
| 5Y | +19.4% | +410.8% | -391.4% | -28.5% |
| All | +97.0% | +712.1% | -615.2% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling