+19.9%
MCD vs NVTS
-14.2%
+34.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -2.0% | +9.7% | -11.7% | -2.0% |
| 30D | -6.1% | -13.6% | +7.5% | -6.1% |
| 3M | -7.3% | -51.0% | +43.7% | -7.2% |
| 6M | -20.9% | +46.3% | -67.3% | -21.4% |
| YTD | -14.7% | +68.1% | -82.7% | -15.3% |
| 1Y | -16.1% | +113.9% | -130.0% | -17.0% |
| 3Y | -1.5% | +45.3% | -46.8% | -1.8% |
| All | +19.9% | -14.2% | +34.1% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling