+453.7%
MP vs NVT
+867.8%
-414.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | -0.8% |
| 7D | +3.0% | +10.4% | -7.3% | -2.7% |
| 30D | +8.3% | -1.3% | +9.6% | +8.4% |
| 3M | -3.8% | -0.6% | -3.2% | -4.4% |
| 6M | -4.9% | +53.8% | -58.7% | -26.3% |
| YTD | +9.6% | +60.2% | -50.6% | -17.1% |
| 1Y | -11.7% | +76.8% | -88.5% | -36.9% |
| 3Y | +158.5% | +191.2% | -32.7% | +24.5% |
| 5Y | +68.9% | +430.9% | -362.0% | -47.8% |
| All | +453.7% | +867.8% | -414.1% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling