-3.9%
MCD vs NVTS
-9.1%
+5.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.0% | -2.5% | +6.8% |
| 7D | +11.9% | -0.3% | +12.2% | +11.9% |
| 30D | +20.2% | -24.4% | +44.6% | +19.3% |
| 3M | +5.2% | -26.5% | +31.6% | +4.4% |
| 6M | 0.0% | -41.4% | +41.4% | -1.2% |
| YTD | -6.5% | +30.7% | -37.2% | -6.3% |
| 1Y | -3.9% | -10.8% | +6.9% | -4.1% |
| All | -3.9% | -9.1% | +5.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling