-34.6%
MP vs NVT
+3.0%
-37.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -12.7% | +7.6% | +2.2% |
| 7D | -12.5% | -19.5% | +6.9% | -1.5% |
| 30D | -23.3% | -32.4% | +9.1% | -4.5% |
| 3M | -24.4% | -30.3% | +6.0% | -9.1% |
| 6M | -45.8% | -30.4% | -15.3% | -35.2% |
| YTD | -28.9% | +11.3% | -40.3% | -42.3% |
| 1Y | -34.6% | +3.6% | -38.2% | -40.7% |
| All | -34.6% | +3.0% | -37.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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