+274.5%
MP vs NVT
+588.7%
-314.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.0% | +2.5% |
| 7D | +11.0% | +17.4% | -6.4% | +1.6% |
| 30D | -11.7% | -28.4% | +16.6% | +4.3% |
| 3M | -30.8% | -32.4% | +1.6% | -16.4% |
| 6M | -42.9% | -32.2% | -10.8% | -31.3% |
| YTD | -25.9% | +14.0% | -39.9% | -33.9% |
| 1Y | -37.3% | +4.3% | -41.6% | -41.2% |
| 3Y | +150.7% | +131.7% | +18.9% | +32.6% |
| 5Y | -19.3% | +232.4% | -251.7% | -68.5% |
| All | +274.5% | +588.7% | -314.2% | +9.6% |
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