+171.8%
MP vs NVD
-99.2%
+271.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.3% | +2.1% |
| 7D | +3.0% | -7.7% | +10.7% | +2.0% |
| 30D | +8.3% | -5.8% | +14.1% | +8.0% |
| 3M | -3.8% | -23.2% | +19.4% | -5.7% |
| 6M | -4.9% | -49.7% | +44.8% | -10.1% |
| YTD | +9.6% | -47.7% | +57.3% | +4.6% |
| 1Y | -11.7% | -61.3% | +49.6% | -17.2% |
| 3Y | +158.5% | -99.2% | +257.7% | +127.2% |
| All | +171.8% | -99.2% | +271.0% | +138.8% |
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