+113.0%
NVTS vs MKC
-23.4%
+136.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +5.3% |
| 7D | +2.7% | -5.9% | +8.6% | -3.5% |
| 30D | -4.5% | -0.9% | -3.6% | -4.8% |
| 3M | -61.5% | +12.7% | -74.2% | -54.9% |
| 6M | +28.0% | -19.3% | +47.3% | +8.4% |
| YTD | +65.3% | -22.2% | +87.4% | +37.8% |
| 1Y | +113.0% | -23.3% | +136.3% | +92.3% |
| All | +113.0% | -23.4% | +136.4% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling