-10.0%
MDT vs NVTS
-15.6%
+5.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +1.1% |
| 7D | +3.2% | +2.7% | +0.5% | +3.2% |
| 30D | +9.5% | -4.5% | +14.0% | +9.5% |
| 3M | +16.0% | -61.5% | +77.5% | +16.7% |
| 6M | +0.2% | +28.0% | -27.8% | -0.4% |
| YTD | -0.3% | +65.3% | -65.5% | -1.2% |
| 1Y | +4.7% | +113.0% | -108.3% | +3.3% |
| 3Y | +26.5% | +34.7% | -8.2% | +28.7% |
| All | -10.0% | -15.6% | +5.6% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling