+43.1%
MDT vs NVT
+731.8%
-688.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.4% | -1.7% |
| 7D | -3.4% | +4.1% | -7.5% | -4.3% |
| 30D | +0.2% | -5.1% | +5.4% | +1.1% |
| 3M | +14.3% | -1.2% | +15.4% | +13.0% |
| 6M | +4.0% | +46.6% | -42.6% | -7.8% |
| YTD | -3.7% | +60.0% | -63.7% | -17.0% |
| 1Y | -0.4% | +70.8% | -71.1% | -16.3% |
| 3Y | +23.3% | +187.5% | -164.2% | -17.3% |
| 5Y | -18.9% | +426.1% | -445.0% | -58.4% |
| All | +43.1% | +731.8% | -688.6% | -46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling