-15.1%
MP vs NVT
+201.4%
-216.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.0% | +0.5% |
| 7D | -10.5% | -15.7% | +5.2% | -2.5% |
| 30D | -23.5% | -36.6% | +13.1% | -3.0% |
| 3M | -25.4% | -34.8% | +9.4% | -8.1% |
| 6M | -51.3% | -38.2% | -13.0% | -38.1% |
| YTD | -29.9% | +4.8% | -34.7% | -34.8% |
| 1Y | -31.8% | -2.8% | -29.0% | -33.7% |
| 3Y | +127.0% | +119.5% | +7.5% | +15.4% |
| All | -15.1% | +201.4% | -216.4% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling