-43.2%
MP vs NVT
-0.2%
-42.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | -0.3% |
| 7D | -3.6% | -13.0% | +9.4% | +3.3% |
| 30D | -21.0% | -32.7% | +11.7% | -2.2% |
| 3M | -33.3% | -30.6% | -2.7% | -20.2% |
| 6M | -45.9% | -33.6% | -12.3% | -34.0% |
| YTD | -27.8% | +11.0% | -38.8% | -40.5% |
| 1Y | -43.2% | +0.8% | -44.0% | -46.3% |
| All | -43.2% | -0.2% | -42.9% | -46.3% |
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