-12.9%
NVTS vs MDY
+41.9%
-54.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -2.9% | -1.8% |
| 7D | +0.5% | -2.5% | +3.0% | +6.5% |
| 30D | -18.0% | -5.0% | -13.0% | -7.3% |
| 3M | -45.6% | +0.5% | -46.1% | -44.7% |
| 6M | +28.5% | +8.0% | +20.5% | +16.0% |
| YTD | +56.2% | +12.2% | +44.0% | +33.2% |
| 1Y | +97.7% | +14.0% | +83.7% | +65.7% |
| 3Y | +35.0% | +48.2% | -13.2% | -28.4% |
| All | -12.9% | +41.9% | -54.8% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling