+1,666.3%
MU vs NVT
+498.9%
+1,167.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.8% | +8.1% | +9.2% |
| 7D | +2.0% | +3.5% | -1.4% | +0.4% |
| 30D | -18.0% | -28.2% | +10.2% | +3.5% |
| 3M | -6.6% | -30.1% | +23.5% | +18.9% |
| 6M | +2.0% | -32.5% | +34.5% | +37.7% |
| YTD | +184.5% | +15.2% | +169.3% | +171.0% |
| 1Y | +236.9% | +7.2% | +229.7% | +237.1% |
| 3Y | +987.0% | +134.2% | +852.8% | +551.3% |
| 5Y | +1,014.6% | +238.3% | +776.3% | +420.6% |
| All | +1,666.3% | +498.9% | +1,167.4% | +455.9% |
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