+187.5%
NVT vs MKC
-31.4%
+218.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.7% |
| 7D | +4.1% | -1.5% | +5.5% | +3.8% |
| 30D | -5.1% | -3.1% | -2.0% | -5.6% |
| 3M | -1.2% | +5.2% | -6.4% | -0.1% |
| 6M | +46.6% | -12.8% | +59.4% | +47.4% |
| YTD | +60.0% | -23.3% | +83.3% | +60.3% |
| 1Y | +70.8% | -24.1% | +94.9% | +71.3% |
| 3Y | +187.5% | -32.1% | +219.7% | +191.2% |
| All | +187.5% | -31.4% | +218.9% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling