+79.0%
MP vs NVD
-98.6%
+177.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +20.5% | -17.5% | +5.8% |
| 7D | -3.6% | +43.9% | -47.5% | +2.0% |
| 30D | -21.0% | +74.0% | -95.0% | -13.9% |
| 3M | -33.3% | +48.3% | -81.6% | -28.4% |
| 6M | -45.9% | +30.3% | -76.3% | -42.1% |
| YTD | -27.8% | -12.9% | -15.0% | -25.2% |
| 1Y | -43.2% | -4.0% | -39.2% | -40.3% |
| 3Y | +144.0% | -98.5% | +242.5% | +132.0% |
| All | +79.0% | -98.6% | +177.6% | +70.7% |
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