-6.3%
NVTS vs MKC
-27.7%
+21.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | +9.7% | -4.3% | +14.0% | +8.0% |
| 30D | -13.6% | -2.0% | -11.6% | -14.0% |
| 3M | -51.0% | +10.0% | -61.0% | -48.8% |
| 6M | +46.3% | -18.5% | +64.9% | +42.9% |
| YTD | +68.1% | -22.4% | +90.5% | +63.6% |
| 1Y | +113.9% | -23.6% | +137.5% | +108.8% |
| 3Y | +45.3% | -30.4% | +75.7% | +38.9% |
| All | -6.3% | -27.7% | +21.5% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling