+50.6%
MP vs NVTS
-15.6%
+66.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -4.9% | +0.4% |
| 7D | -2.9% | +2.7% | -5.5% | -3.3% |
| 30D | +13.8% | -4.5% | +18.3% | +14.5% |
| 3M | -16.7% | -61.5% | +44.8% | -4.5% |
| 6M | -11.5% | +28.0% | -39.5% | -17.7% |
| YTD | +7.9% | +65.3% | -57.3% | -3.5% |
| 1Y | -15.0% | +113.0% | -128.0% | -27.2% |
| 3Y | +153.5% | +34.7% | +118.8% | +116.0% |
| All | +50.6% | -15.6% | +66.1% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling