-9.4%
NVTS vs MTB
+83.7%
-93.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +3.5% | +1.1% | +2.4% | +2.6% |
| 30D | -11.9% | -4.6% | -7.3% | -8.9% |
| 3M | -49.2% | +6.3% | -55.5% | -51.9% |
| 6M | +38.4% | +15.6% | +22.8% | +22.8% |
| YTD | +62.5% | +20.6% | +41.9% | +39.8% |
| 1Y | +101.4% | +22.5% | +78.9% | +70.8% |
| 3Y | +40.4% | +114.4% | -74.0% | -17.6% |
| All | -9.4% | +83.7% | -93.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling