+131.1%
MO vs NVT
+731.8%
-600.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.4% | -0.2% |
| 7D | +0.1% | +4.1% | -3.9% | -0.3% |
| 30D | +7.1% | -5.1% | +12.3% | +7.6% |
| 3M | -2.0% | -1.2% | -0.8% | -2.4% |
| 6M | +7.3% | +46.6% | -39.3% | +0.3% |
| YTD | +23.5% | +60.0% | -36.5% | +13.6% |
| 1Y | +11.0% | +70.8% | -59.8% | +0.5% |
| 3Y | +95.0% | +187.5% | -92.6% | +53.3% |
| 5Y | +100.6% | +426.1% | -325.5% | +31.6% |
| All | +131.1% | +731.8% | -600.7% | +31.5% |
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