+73.8%
MP vs NVD
-98.9%
+172.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.5% | +10.4% | +4.2% |
| 7D | -10.5% | +16.8% | -27.3% | -8.1% |
| 30D | -23.5% | +54.3% | -77.9% | -18.2% |
| 3M | -25.4% | +24.3% | -49.7% | -22.0% |
| 6M | -51.3% | +0.6% | -51.8% | -49.6% |
| YTD | -29.9% | -27.7% | -2.2% | -29.3% |
| 1Y | -31.8% | -29.4% | -2.4% | -31.0% |
| 3Y | +127.0% | -98.8% | +225.8% | +109.3% |
| All | +73.8% | -98.9% | +172.7% | +61.3% |
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