+119.2%
MCD vs NVT
+477.1%
-357.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +7.3% | -13.0% | +20.3% | +8.8% |
| 30D | +20.0% | -32.7% | +52.7% | +25.9% |
| 3M | +3.8% | -30.6% | +34.4% | +8.0% |
| 6M | +3.8% | -33.6% | +37.4% | +7.8% |
| YTD | -5.9% | +11.0% | -16.9% | -12.0% |
| 1Y | -3.2% | +0.8% | -4.0% | -8.1% |
| 3Y | +13.3% | +125.7% | -112.4% | -15.8% |
| 5Y | +25.2% | +231.1% | -205.9% | -19.6% |
| All | +119.2% | +477.1% | -357.9% | +8.0% |
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 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