-17.3%
MCD vs NVTS
+109.2%
-126.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.3% | -7.8% | -1.4% |
| 7D | -2.8% | +2.7% | -5.5% | -2.7% |
| 30D | -6.0% | -4.5% | -1.6% | -6.1% |
| 3M | -5.6% | -61.5% | +55.9% | -7.0% |
| 6M | -21.9% | +28.0% | -49.8% | -22.1% |
| YTD | -14.7% | +65.3% | -80.0% | -14.9% |
| 1Y | -17.3% | +113.0% | -130.3% | -19.9% |
| All | -17.3% | +109.2% | -126.5% | -19.9% |
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