+3.5%
MU vs NVTS
-49.2%
+52.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.5% | -4.4% | +0.7% |
| 7D | -22.0% | +1.5% | -23.5% | -22.5% |
| 30D | -36.6% | -23.8% | -12.8% | -28.7% |
| 3M | -21.7% | -30.6% | +8.9% | -9.3% |
| 6M | +3.5% | -48.4% | +51.9% | +37.5% |
| All | +3.5% | -49.2% | +52.8% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling