+420.3%
NVT vs MCO
+28.6%
+391.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.0% |
| 7D | +4.1% | -3.8% | +7.8% | +5.7% |
| 30D | -5.1% | -0.4% | -4.7% | -5.3% |
| 3M | -1.2% | +7.7% | -8.9% | -5.8% |
| 6M | +46.6% | +7.0% | +39.6% | +39.2% |
| YTD | +60.0% | -6.4% | +66.4% | +61.1% |
| 1Y | +70.8% | -7.6% | +78.4% | +72.3% |
| 3Y | +187.5% | +43.2% | +144.3% | +124.9% |
| All | +420.3% | +28.6% | +391.7% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling