-3.5%
MCD vs NVTS
+14.0%
-17.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.3% | -9.5% | +2.1% |
| 7D | +5.9% | +20.8% | -14.9% | +6.7% |
| 30D | +19.6% | -11.1% | +30.8% | +19.3% |
| 3M | +3.3% | -31.0% | +34.3% | +2.2% |
| 6M | +3.5% | -47.4% | +50.8% | +2.0% |
| YTD | -6.1% | +34.2% | -40.3% | -5.0% |
| All | -3.5% | +14.0% | -17.5% | -3.4% |
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 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