+420.3%
NVT vs MKC
-33.0%
+453.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.7% |
| 7D | +4.1% | -1.5% | +5.5% | +4.0% |
| 30D | -5.1% | -3.1% | -2.0% | -5.2% |
| 3M | -1.2% | +5.2% | -6.4% | -1.2% |
| 6M | +46.6% | -12.8% | +59.4% | +48.4% |
| YTD | +60.0% | -23.3% | +83.3% | +63.4% |
| 1Y | +70.8% | -24.1% | +94.9% | +74.5% |
| 3Y | +187.5% | -32.1% | +219.7% | +197.8% |
| All | +420.3% | -33.0% | +453.3% | +433.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling