+712.5%
NVT vs MKC
+15.4%
+697.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +2.0% | -2.8% | +4.8% | +2.3% |
| 30D | -7.2% | -3.4% | -3.8% | -7.0% |
| 3M | -0.9% | +3.8% | -4.7% | -1.6% |
| 6M | +42.6% | -17.9% | +60.5% | +46.1% |
| YTD | +52.9% | -23.6% | +76.5% | +58.0% |
| 1Y | +64.5% | -23.1% | +87.5% | +69.4% |
| 3Y | +178.0% | -31.5% | +209.5% | +189.6% |
| 5Y | +402.8% | -33.1% | +435.9% | +420.3% |
| All | +712.5% | +15.4% | +697.1% | +663.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling