-9.4%
NVTS vs MCO
+30.2%
-39.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.3% |
| 7D | +3.5% | -3.1% | +6.6% | +5.8% |
| 30D | -11.9% | -0.5% | -11.4% | -12.4% |
| 3M | -49.2% | +5.7% | -54.9% | -53.2% |
| 6M | +38.4% | +3.0% | +35.4% | +29.0% |
| YTD | +62.5% | -6.5% | +68.9% | +63.4% |
| 1Y | +101.4% | -5.8% | +107.2% | +97.3% |
| 3Y | +40.4% | +43.1% | -2.7% | -16.4% |
| All | -9.4% | +30.2% | -39.6% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling