+1,594.5%
MU vs NVT
+488.5%
+1,106.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.0% |
| 7D | +12.8% | +8.0% | +4.8% | +7.0% |
| 30D | -14.9% | -24.8% | +9.9% | +4.0% |
| 3M | -18.0% | -32.4% | +14.4% | +7.0% |
| 6M | -3.1% | -33.5% | +30.4% | +32.1% |
| YTD | +172.9% | +13.2% | +159.7% | +163.4% |
| 1Y | +228.8% | +9.0% | +219.9% | +226.2% |
| 3Y | +950.8% | +129.4% | +821.5% | +539.1% |
| 5Y | +931.3% | +230.1% | +701.2% | +389.8% |
| All | +1,594.5% | +488.5% | +1,106.0% | +440.2% |
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