-34.6%
MP vs NVTS
-9.1%
-25.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +9.0% | -14.1% | -7.9% |
| 7D | -12.5% | -0.3% | -12.2% | -12.8% |
| 30D | -23.3% | -24.4% | +1.1% | -17.0% |
| 3M | -24.4% | -26.5% | +2.1% | -18.0% |
| 6M | -45.8% | -41.4% | -4.4% | -42.1% |
| YTD | -28.9% | +30.7% | -59.6% | -48.0% |
| 1Y | -34.6% | -10.8% | -23.8% | -45.9% |
| All | -34.6% | -9.1% | -25.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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