-12.9%
NVTS vs MKC
-28.9%
+16.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -4.1% |
| 7D | +0.5% | -2.8% | +3.3% | -0.6% |
| 30D | -18.0% | -3.4% | -14.6% | -18.8% |
| 3M | -45.6% | +3.8% | -49.4% | -44.3% |
| 6M | +28.5% | -17.9% | +46.4% | +25.3% |
| YTD | +56.2% | -23.6% | +79.8% | +51.1% |
| 1Y | +97.7% | -23.1% | +120.8% | +92.2% |
| 3Y | +35.0% | -31.5% | +66.5% | +28.3% |
| All | -12.9% | -28.9% | +16.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling