-10.9%
MP vs NVTS
-54.3%
+43.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.4% | +9.9% | +4.5% |
| 7D | +9.5% | +3.9% | +5.5% | +8.6% |
| 30D | -3.0% | -4.3% | +1.4% | -2.8% |
| 3M | -30.4% | -34.5% | +4.1% | -26.1% |
| 6M | -39.2% | -57.7% | +18.5% | -32.2% |
| YTD | -23.3% | +25.4% | -48.6% | -28.8% |
| 1Y | -32.6% | +13.1% | -45.8% | -36.6% |
| 3Y | +159.3% | +48.9% | +110.3% | +108.5% |
| All | -10.9% | -54.3% | +43.4% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling