+98.7%
MCD vs NVT
+699.2%
-600.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | -2.8% | +5.1% | -7.9% | -3.6% |
| 30D | -6.0% | -3.7% | -2.3% | -5.6% |
| 3M | -5.6% | -10.1% | +4.6% | -4.8% |
| 6M | -21.9% | +37.5% | -59.3% | -27.7% |
| YTD | -14.7% | +53.7% | -68.4% | -23.1% |
| 1Y | -17.3% | +70.9% | -88.1% | -27.5% |
| 3Y | -2.2% | +180.4% | -182.6% | -27.7% |
| 5Y | +20.3% | +393.5% | -373.2% | -27.4% |
| All | +98.7% | +699.2% | -600.6% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling