+531.0%
MCK vs NVT
+731.8%
-200.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | -0.6% |
| 7D | -2.9% | +4.1% | -7.0% | -3.6% |
| 30D | +0.4% | -5.1% | +5.6% | +1.1% |
| 3M | +12.1% | -1.2% | +13.3% | +11.3% |
| 6M | -5.4% | +46.6% | -52.0% | -13.7% |
| YTD | +7.8% | +60.0% | -52.2% | -3.6% |
| 1Y | +22.9% | +70.8% | -47.8% | +7.8% |
| 3Y | +110.7% | +187.5% | -76.8% | +55.9% |
| 5Y | +346.2% | +426.1% | -80.0% | +166.2% |
| All | +531.0% | +731.8% | -200.8% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 all: compounded portfolio wealth divided by compounded NVT 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…
all analysis · Full analysis span regression · 6 months rolling