-7.8%
NVTS vs MTB
+85.1%
-92.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.7% | +1.7% | +1.0% | +1.4% |
| 30D | -4.5% | -4.2% | -0.3% | -1.5% |
| 3M | -61.5% | +8.9% | -70.4% | -64.3% |
| 6M | +28.0% | +10.9% | +17.1% | +17.3% |
| YTD | +65.3% | +21.5% | +43.8% | +41.4% |
| 1Y | +113.0% | +21.9% | +91.1% | +81.3% |
| 3Y | +34.7% | +109.2% | -74.5% | -19.8% |
| All | -7.8% | +85.1% | -92.9% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling