+45.4%
MDT vs NVT
+732.7%
-687.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -2.8% |
| 7D | +0.4% | +10.4% | -10.0% | -1.8% |
| 30D | +6.0% | -1.3% | +7.3% | +6.0% |
| 3M | +15.5% | -0.6% | +16.2% | +14.2% |
| 6M | +3.4% | +53.8% | -50.4% | -9.4% |
| YTD | -2.2% | +60.2% | -62.3% | -15.7% |
| 1Y | +2.6% | +76.8% | -74.2% | -14.6% |
| 3Y | +27.5% | +191.2% | -163.7% | -14.8% |
| 5Y | -20.1% | +430.9% | -451.0% | -59.1% |
| All | +45.4% | +732.7% | -687.4% | -45.1% |
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