+70.9%
NVT vs MCO
+0.4%
+70.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.1% |
| 7D | +5.1% | -4.2% | +9.2% | +4.1% |
| 30D | -3.7% | +2.2% | -5.9% | -3.2% |
| 3M | -10.1% | +10.1% | -20.3% | -8.7% |
| 6M | +37.5% | +5.3% | +32.2% | +39.7% |
| YTD | +53.7% | -2.7% | +56.5% | +54.2% |
| 1Y | +70.9% | -0.4% | +71.2% | +72.2% |
| All | +70.9% | +0.4% | +70.5% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling