+254.1%
MP vs NVT
+533.4%
-279.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.0% | -3.0% | +0.6% |
| 7D | -10.5% | -15.7% | +5.2% | -2.5% |
| 30D | -23.5% | -36.6% | +13.1% | -3.2% |
| 3M | -25.4% | -34.8% | +9.4% | -8.3% |
| 6M | -51.3% | -38.2% | -13.0% | -38.3% |
| YTD | -29.9% | +4.8% | -34.7% | -34.6% |
| 1Y | -31.8% | -2.8% | -29.0% | -33.5% |
| 3Y | +127.0% | +119.5% | +7.5% | +23.1% |
| 5Y | -3.3% | +204.7% | -208.0% | -60.4% |
| All | +254.1% | +533.4% | -279.3% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling