+27.6%
MCK vs NVTS
-9.1%
+36.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.0% | -2.0% | +7.4% |
| 7D | +11.3% | -0.3% | +11.7% | +11.3% |
| 30D | +16.8% | -24.4% | +41.2% | +15.5% |
| 3M | +28.9% | -26.5% | +55.4% | +27.5% |
| 6M | +32.7% | -41.4% | +74.1% | +30.6% |
| YTD | +30.8% | +30.7% | +0.1% | +29.4% |
| 1Y | +27.6% | -10.8% | +38.4% | +26.3% |
| All | +27.6% | -9.1% | +36.6% | +26.3% |
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 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