+127.5%
MO vs NVT
+712.1%
-584.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -2.4% | +7.0% | -9.4% | -3.2% |
| 30D | +3.6% | -2.3% | +5.9% | +3.7% |
| 3M | -3.7% | -3.1% | -0.6% | -4.0% |
| 6M | +4.5% | +47.0% | -42.5% | -2.4% |
| YTD | +21.5% | +56.2% | -34.7% | +12.1% |
| 1Y | +9.5% | +74.5% | -65.0% | -1.3% |
| 3Y | +93.6% | +184.0% | -90.4% | +52.2% |
| 5Y | +97.5% | +410.8% | -313.3% | +30.1% |
| All | +127.5% | +712.1% | -584.7% | +29.8% |
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