+712.5%
NVT vs MCO
+208.7%
+503.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | +2.0% | -7.3% | +9.4% | +6.2% |
| 30D | -7.2% | -1.7% | -5.5% | -6.7% |
| 3M | -0.9% | +3.9% | -4.8% | -4.7% |
| 6M | +42.6% | +3.8% | +38.8% | +36.0% |
| YTD | +52.9% | -7.9% | +60.8% | +54.6% |
| 1Y | +64.5% | -6.8% | +71.3% | +63.9% |
| 3Y | +178.0% | +40.9% | +137.0% | +111.9% |
| 5Y | +402.8% | +27.5% | +375.3% | +297.5% |
| All | +712.5% | +208.7% | +503.8% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling