-19.3%
MP vs NVTS
-48.0%
+28.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.0% | +2.8% |
| 7D | +11.0% | +21.6% | -10.6% | +7.5% |
| 30D | -11.7% | -8.5% | -3.2% | -10.9% |
| 3M | -30.8% | -31.4% | +0.6% | -27.1% |
| 6M | -42.9% | -50.3% | +7.4% | -37.9% |
| YTD | -25.9% | +33.9% | -59.8% | -31.9% |
| 1Y | -37.3% | +10.6% | -47.9% | -40.9% |
| 3Y | +150.7% | +52.7% | +98.0% | +102.1% |
| 5Y | -19.3% | -48.5% | +29.2% | -35.2% |
| All | -19.3% | -48.0% | +28.8% | -35.2% |
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