-37.3%
MP vs NVD
-4.2%
-33.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.1% | +4.6% |
| 7D | +11.0% | +17.0% | -6.0% | +16.7% |
| 30D | -11.7% | +77.3% | -89.0% | +7.3% |
| 3M | -30.8% | +61.6% | -92.4% | -16.9% |
| 6M | -42.9% | +40.7% | -83.6% | -32.7% |
| YTD | -25.9% | -10.5% | -15.4% | -24.8% |
| 1Y | -37.3% | -6.1% | -31.2% | -31.8% |
| All | -37.3% | -4.2% | -33.0% | -31.8% |
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 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