-9.1%
NVTS vs MKC
-28.6%
+19.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.5% |
| 7D | -1.4% | -1.5% | 0.0% | -2.0% |
| 30D | -16.5% | -3.1% | -13.4% | -17.3% |
| 3M | -47.6% | +5.2% | -52.8% | -46.2% |
| 6M | +7.3% | -12.8% | +20.1% | +6.0% |
| YTD | +62.9% | -23.3% | +86.2% | +57.9% |
| 1Y | +91.3% | -24.1% | +115.4% | +86.0% |
| 3Y | +43.4% | -32.1% | +75.5% | +36.5% |
| All | -9.1% | -28.6% | +19.4% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling