+730.1%
NVT vs MTB
+68.0%
+662.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +7.0% | +1.1% | +5.9% | +6.3% |
| 30D | -2.3% | -4.6% | +2.3% | +0.4% |
| 3M | -3.1% | +6.3% | -9.3% | -6.9% |
| 6M | +47.0% | +15.6% | +31.4% | +34.0% |
| YTD | +56.2% | +20.6% | +35.7% | +38.6% |
| 1Y | +74.5% | +22.5% | +52.0% | +52.7% |
| 3Y | +184.0% | +114.4% | +69.6% | +77.3% |
| 5Y | +410.8% | +101.9% | +308.9% | +212.7% |
| All | +730.1% | +68.0% | +662.1% | +417.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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