-10.8%
NVTS vs MCO
+9.9%
-20.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.1% | +10.1% |
| 7D | -0.3% | +10.7% | -11.0% | +2.2% |
| 30D | -24.4% | +17.9% | -42.3% | -21.5% |
| 3M | -26.5% | +9.5% | -35.9% | -24.6% |
| 6M | -41.4% | +18.1% | -59.4% | -40.0% |
| YTD | +30.7% | +4.1% | +26.6% | +36.2% |
| 1Y | -10.8% | +9.3% | -20.1% | -3.3% |
| All | -10.8% | +9.9% | -20.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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