+2,027.6%
MU vs NVT
+694.8%
+1,332.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -3.4% |
| 7D | +2.0% | +2.0% | 0.0% | +0.4% |
| 30D | +12.5% | -7.2% | +19.7% | +18.2% |
| 3M | +9.6% | -0.9% | +10.5% | +12.7% |
| 6M | +142.6% | +42.6% | +100.0% | +98.4% |
| YTD | +242.7% | +52.9% | +189.8% | +169.5% |
| 1Y | +599.3% | +64.5% | +534.8% | +425.9% |
| 3Y | +1,308.3% | +178.0% | +1,130.3% | +639.9% |
| 5Y | +1,263.7% | +402.8% | +860.9% | +390.5% |
| All | +2,027.6% | +694.8% | +1,332.8% | +452.7% |
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