+90.3%
MP vs NVD
-98.5%
+188.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +4.0% |
| 7D | +9.5% | +28.6% | -19.2% | +13.5% |
| 30D | -3.0% | +73.6% | -76.6% | +5.6% |
| 3M | -30.4% | +70.1% | -100.4% | -23.8% |
| 6M | -39.2% | +53.6% | -92.8% | -33.4% |
| YTD | -23.3% | -7.0% | -16.3% | -19.8% |
| 1Y | -32.6% | -9.0% | -23.6% | -29.4% |
| 3Y | +159.3% | -98.3% | +257.6% | +148.8% |
| All | +90.3% | -98.5% | +188.8% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling