+13.4%
MCD vs NVTS
+58.3%
-45.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.3% | -9.5% | +1.9% |
| 7D | +5.9% | +20.8% | -14.9% | +6.1% |
| 30D | +19.6% | -11.1% | +30.8% | +19.6% |
| 3M | +3.3% | -31.0% | +34.3% | +3.0% |
| 6M | +3.5% | -47.4% | +50.8% | +3.2% |
| YTD | -6.1% | +34.2% | -40.3% | -6.2% |
| 1Y | -3.7% | +22.2% | -25.9% | -3.7% |
| 3Y | +13.4% | +68.4% | -55.0% | +15.3% |
| All | +13.4% | +58.3% | -45.0% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling