-10.8%
NVTS vs MTB
+27.0%
-37.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +8.4% |
| 7D | -0.3% | +2.0% | -2.3% | -1.4% |
| 30D | -24.4% | +2.9% | -27.3% | -25.6% |
| 3M | -26.5% | -10.7% | -15.8% | -22.2% |
| 6M | -41.4% | +6.3% | -47.7% | -45.4% |
| YTD | +30.7% | +13.8% | +16.9% | +11.7% |
| 1Y | -10.8% | +27.7% | -38.5% | -29.5% |
| All | -10.8% | +27.0% | -37.8% | -29.5% |
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