+712.5%
NVT vs MDY
+114.8%
+597.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -0.9% |
| 7D | +2.0% | -2.5% | +4.5% | +5.3% |
| 30D | -7.2% | -5.0% | -2.1% | -0.8% |
| 3M | -0.9% | +0.5% | -1.4% | -0.8% |
| 6M | +42.6% | +8.0% | +34.6% | +31.5% |
| YTD | +52.9% | +12.2% | +40.7% | +34.8% |
| 1Y | +64.5% | +14.0% | +50.5% | +42.6% |
| 3Y | +178.0% | +48.2% | +129.8% | +80.6% |
| 5Y | +402.8% | +46.1% | +356.7% | +230.9% |
| All | +712.5% | +114.8% | +597.7% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling