+80.3%
MP vs NVD
-98.7%
+179.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | -0.1% |
| 7D | +2.3% | +27.3% | -25.0% | +6.3% |
| 30D | -15.3% | +59.9% | -75.2% | -8.8% |
| 3M | -33.5% | +39.4% | -72.9% | -29.2% |
| 6M | -45.5% | +27.6% | -73.1% | -41.8% |
| YTD | -27.3% | -17.9% | -9.4% | -25.3% |
| 1Y | -40.7% | -14.5% | -26.3% | -38.6% |
| 3Y | +145.9% | -98.6% | +244.4% | +131.8% |
| All | +80.3% | -98.7% | +179.0% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling