-9.1%
NVTS vs MDY
+43.0%
-52.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +2.5% |
| 7D | -1.4% | -1.9% | +0.4% | +2.9% |
| 30D | -16.5% | -4.6% | -11.9% | -6.4% |
| 3M | -47.6% | -1.2% | -46.4% | -44.8% |
| 6M | +7.3% | +9.2% | -1.9% | -5.3% |
| YTD | +62.9% | +13.1% | +49.8% | +36.5% |
| 1Y | +91.3% | +13.0% | +78.3% | +62.8% |
| 3Y | +43.4% | +49.2% | -5.8% | -25.1% |
| All | -9.1% | +43.0% | -52.2% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling