+1,424.9%
MU vs NVTS
-15.6%
+1,440.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.3% | -0.2% | +5.1% |
| 7D | +9.0% | +2.7% | +6.3% | +8.6% |
| 30D | +13.8% | -4.5% | +18.3% | +14.5% |
| 3M | +2.1% | -61.5% | +63.6% | +17.1% |
| 6M | +153.8% | +28.0% | +125.8% | +142.2% |
| YTD | +256.4% | +65.3% | +191.1% | +226.8% |
| 1Y | +719.8% | +113.0% | +606.8% | +614.6% |
| 3Y | +1,360.4% | +34.7% | +1,325.7% | +1,159.1% |
| All | +1,424.9% | -15.6% | +1,440.5% | +1,082.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling