+112.6%
MCD vs NVT
+492.6%
-380.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | -1.6% | +17.4% | -19.0% | -3.8% |
| 30D | +16.0% | -28.4% | +44.4% | +20.7% |
| 3M | 0.0% | -32.4% | +32.4% | +4.5% |
| 6M | +0.9% | -32.2% | +33.1% | +4.6% |
| YTD | -8.7% | +14.0% | -22.7% | -15.0% |
| 1Y | -8.6% | +4.3% | -12.8% | -13.6% |
| 3Y | +9.9% | +131.7% | -121.9% | -18.6% |
| 5Y | +22.6% | +232.4% | -209.8% | -21.0% |
| All | +112.6% | +492.6% | -380.0% | +4.4% |
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