+22.9%
MCK vs NVTS
+105.1%
-82.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.3% |
| 7D | -2.9% | -1.4% | -1.5% | -3.0% |
| 30D | +0.4% | -16.5% | +16.9% | -0.2% |
| 3M | +12.1% | -47.6% | +59.7% | +10.8% |
| 6M | -5.4% | +7.3% | -12.7% | -5.9% |
| YTD | +7.8% | +62.9% | -55.1% | +8.0% |
| 1Y | +22.9% | +91.3% | -68.3% | +23.1% |
| All | +22.9% | +105.1% | -82.2% | +23.1% |
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