+19.9%
MDT vs NVTS
-9.1%
+29.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +9.0% | -2.8% | +6.3% |
| 7D | +10.7% | -0.3% | +11.1% | +10.7% |
| 30D | +19.3% | -24.4% | +43.7% | +18.9% |
| 3M | +22.8% | -26.5% | +49.2% | +22.4% |
| 6M | +36.4% | -41.4% | +77.8% | +36.5% |
| YTD | +12.1% | +30.7% | -18.6% | +10.6% |
| 1Y | +19.9% | -10.8% | +30.7% | +18.6% |
| All | +19.9% | -9.1% | +29.0% | +18.6% |
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