+223.3%
MRK vs NVT
+731.8%
-508.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.2% | -1.1% |
| 7D | -4.3% | +4.1% | -8.3% | -4.7% |
| 30D | +8.3% | -5.1% | +13.4% | +8.8% |
| 3M | +20.0% | -1.2% | +21.2% | +19.4% |
| 6M | +25.7% | +46.6% | -20.9% | +17.7% |
| YTD | +38.7% | +60.0% | -21.2% | +28.0% |
| 1Y | +74.7% | +70.8% | +3.9% | +59.0% |
| 3Y | +45.4% | +187.5% | -142.2% | +17.8% |
| 5Y | +129.0% | +426.1% | -297.1% | +61.8% |
| All | +223.3% | +731.8% | -508.5% | +96.4% |
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