-2.2%
MP vs NVTS
-38.4%
+36.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.5% | -4.6% | +3.4% |
| 7D | -10.5% | +1.5% | -12.0% | -11.0% |
| 30D | -23.5% | -23.8% | +0.3% | -20.5% |
| 3M | -25.4% | -30.6% | +5.1% | -21.5% |
| 6M | -51.3% | -48.4% | -2.9% | -47.6% |
| YTD | -29.9% | +20.6% | -50.5% | -34.5% |
| 1Y | -31.8% | -2.5% | -29.3% | -34.7% |
| 3Y | +127.0% | +44.0% | +83.0% | +82.9% |
| 5Y | -3.3% | -42.6% | +39.4% | -16.2% |
| All | -2.2% | -38.4% | +36.2% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling