-6.3%
NVTS vs MDY
+44.8%
-51.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +3.2% |
| 7D | +9.7% | +1.0% | +8.7% | +7.1% |
| 30D | -13.6% | -3.1% | -10.5% | -6.6% |
| 3M | -51.0% | +1.8% | -52.8% | -51.7% |
| 6M | +46.3% | +10.8% | +35.5% | +24.7% |
| YTD | +68.1% | +14.4% | +53.6% | +36.9% |
| 1Y | +113.9% | +15.2% | +98.7% | +74.4% |
| 3Y | +45.3% | +51.2% | -5.9% | -26.5% |
| All | -6.3% | +44.8% | -51.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling