+231.3%
MRK vs NVT
+712.1%
-480.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -2.7% | +7.0% | -9.7% | -3.5% |
| 30D | +12.7% | -2.3% | +15.0% | +12.8% |
| 3M | +24.2% | -3.1% | +27.3% | +23.8% |
| 6M | +27.8% | +47.0% | -19.2% | +19.7% |
| YTD | +42.2% | +56.2% | -14.0% | +31.6% |
| 1Y | +80.2% | +74.5% | +5.7% | +63.4% |
| 3Y | +48.4% | +184.0% | -135.6% | +20.3% |
| 5Y | +133.6% | +410.8% | -277.2% | +65.7% |
| All | +231.3% | +712.1% | -480.8% | +101.9% |
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