-34.6%
MP vs NVD
-27.4%
-7.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.5% | -11.5% | -2.9% |
| 7D | -12.5% | +15.0% | -27.5% | -8.0% |
| 30D | -23.3% | +39.3% | -62.6% | -13.6% |
| 3M | -24.4% | +3.1% | -27.5% | -21.8% |
| 6M | -45.8% | -19.0% | -26.8% | -47.2% |
| YTD | -28.9% | -35.5% | +6.6% | -35.5% |
| 1Y | -34.6% | -30.2% | -4.4% | -33.5% |
| All | -34.6% | -27.4% | -7.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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