+111.3%
MCD vs NVT
+488.5%
-377.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | +8.0% | -9.6% | -2.7% |
| 30D | +14.1% | -24.8% | +38.9% | +17.8% |
| 3M | +0.6% | -32.4% | +33.0% | +5.2% |
| 6M | 0.0% | -33.5% | +33.5% | +4.0% |
| YTD | -9.3% | +13.2% | -22.5% | -15.5% |
| 1Y | -9.3% | +9.0% | -18.3% | -15.1% |
| 3Y | +8.6% | +129.4% | -120.8% | -19.4% |
| 5Y | +21.9% | +230.1% | -208.2% | -21.4% |
| All | +111.3% | +488.5% | -377.1% | +3.8% |
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