+3.6%
NVT vs MKC
-18.2%
+21.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +5.4% | -18.1% | -9.6% |
| 7D | -19.5% | +9.6% | -29.1% | -14.8% |
| 30D | -32.4% | +12.0% | -44.4% | -27.4% |
| 3M | -30.3% | -2.0% | -28.3% | -28.9% |
| 6M | -30.4% | +7.2% | -37.7% | -25.8% |
| YTD | +11.3% | -23.7% | +35.1% | +11.4% |
| 1Y | +3.6% | -18.3% | +21.9% | +5.0% |
| All | +3.6% | -18.2% | +21.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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