+70.8%
NVT vs MDY
+14.6%
+56.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.2% |
| 7D | +4.1% | -1.9% | +5.9% | +7.5% |
| 30D | -5.1% | -4.6% | -0.5% | +3.3% |
| 3M | -1.2% | -1.2% | +0.1% | +1.9% |
| 6M | +46.6% | +9.2% | +37.4% | +29.9% |
| YTD | +60.0% | +13.1% | +46.9% | +35.1% |
| 1Y | +70.8% | +13.0% | +57.8% | +45.9% |
| All | +70.8% | +14.6% | +56.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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