+112.1%
MRK vs NVTS
-14.2%
+126.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -0.9% | +9.7% | -10.6% | -0.9% |
| 30D | +15.5% | -13.6% | +29.1% | +15.4% |
| 3M | +25.1% | -51.0% | +76.1% | +25.2% |
| 6M | +30.1% | +46.3% | -16.2% | +29.9% |
| YTD | +43.1% | +68.1% | -25.0% | +42.8% |
| 1Y | +82.5% | +113.9% | -31.5% | +81.8% |
| 3Y | +49.3% | +45.3% | +4.0% | +46.4% |
| All | +112.1% | -14.2% | +126.3% | +103.7% |
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