+1,638.3%
MU vs NVT
+492.6%
+1,145.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | +21.6% | +17.4% | +4.2% | +8.5% |
| 30D | -16.2% | -28.4% | +12.1% | +5.9% |
| 3M | -12.4% | -32.4% | +20.0% | +14.3% |
| 6M | +4.2% | -32.2% | +36.3% | +40.2% |
| YTD | +180.0% | +14.0% | +166.0% | +168.8% |
| 1Y | +226.4% | +4.3% | +222.1% | +232.7% |
| 3Y | +969.7% | +131.7% | +838.0% | +546.0% |
| 5Y | +957.9% | +232.4% | +725.5% | +399.9% |
| All | +1,638.3% | +492.6% | +1,145.7% | +451.3% |
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