-9.1%
NVTS vs MCO
+30.3%
-39.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.0% |
| 7D | -1.4% | -3.8% | +2.3% | +1.6% |
| 30D | -16.5% | -0.4% | -16.1% | -17.0% |
| 3M | -47.6% | +7.7% | -55.4% | -52.4% |
| 6M | +7.3% | +7.0% | +0.3% | -2.9% |
| YTD | +62.9% | -6.4% | +69.3% | +63.8% |
| 1Y | +91.3% | -7.6% | +98.9% | +91.3% |
| 3Y | +43.4% | +43.2% | +0.2% | -14.6% |
| All | -9.1% | +30.3% | -39.5% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling