+32.2%
MCD vs NVTS
-32.9%
+65.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.3% |
| 7D | +7.3% | +9.6% | -2.3% | +7.3% |
| 30D | +20.0% | -13.0% | +32.9% | +19.9% |
| 3M | +3.8% | -28.8% | +32.6% | +3.8% |
| 6M | +3.8% | -48.5% | +52.2% | +3.7% |
| YTD | -5.9% | +31.4% | -37.2% | -6.5% |
| 1Y | -3.2% | -2.3% | -0.9% | -3.8% |
| 3Y | +13.3% | +49.8% | -36.6% | +12.1% |
| 5Y | +25.2% | -43.2% | +68.4% | +24.0% |
| All | +32.2% | -32.9% | +65.2% | +29.4% |
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