+113.0%
NVTS vs MTB
+23.4%
+89.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.7% | +1.7% | +1.0% | +1.6% |
| 30D | -4.5% | -4.2% | -0.3% | -1.9% |
| 3M | -61.5% | +8.9% | -70.4% | -64.4% |
| 6M | +28.0% | +10.9% | +17.1% | +15.8% |
| YTD | +65.3% | +21.5% | +43.8% | +35.6% |
| 1Y | +113.0% | +21.9% | +91.1% | +71.8% |
| All | +113.0% | +23.4% | +89.6% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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