+25.2%
MCD vs NVT
+227.4%
-202.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.7% | -6.0% | +1.8% |
| 7D | +5.9% | -7.5% | +13.4% | +5.9% |
| 30D | +19.6% | -31.5% | +51.2% | +19.9% |
| 3M | +3.3% | -30.4% | +33.7% | +3.4% |
| 6M | +3.5% | -32.5% | +35.9% | +3.7% |
| YTD | -6.1% | +12.9% | -19.1% | -8.9% |
| 1Y | -3.7% | +3.7% | -7.4% | -6.0% |
| 3Y | +13.4% | +135.8% | -122.4% | -4.3% |
| 5Y | +25.2% | +232.7% | -207.5% | -7.2% |
| All | +25.2% | +227.4% | -202.3% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling