-12.2%
MDT vs NVTS
-17.0%
+4.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.5% |
| 7D | -0.3% | +3.5% | -3.8% | -0.3% |
| 30D | +2.8% | -11.9% | +14.7% | +2.8% |
| 3M | +13.1% | -49.2% | +62.3% | +13.6% |
| 6M | +2.3% | +38.4% | -36.1% | +1.7% |
| YTD | -2.7% | +62.5% | -65.2% | -3.6% |
| 1Y | +0.9% | +101.4% | -100.5% | -0.5% |
| 3Y | +26.8% | +40.4% | -13.6% | +28.6% |
| All | -12.2% | -17.0% | +4.8% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling