+196.5%
MPC vs NVD
-99.2%
+295.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.5% |
| 7D | +3.2% | +0.5% | +2.7% | +3.2% |
| 30D | +25.0% | -9.3% | +34.3% | +24.7% |
| 3M | +55.2% | -22.1% | +77.2% | +54.0% |
| 6M | +86.4% | -45.8% | +132.2% | +82.0% |
| YTD | +148.5% | -46.7% | +195.2% | +142.9% |
| 1Y | +121.7% | -59.5% | +181.2% | +114.3% |
| 3Y | +172.9% | -99.2% | +272.0% | +144.2% |
| All | +196.5% | -99.2% | +295.6% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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