+101.7%
MPC vs NVD
-8.4%
+110.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -10.9% | -0.5% |
| 7D | -8.8% | +43.9% | -52.7% | -10.3% |
| 30D | -14.4% | +74.0% | -88.4% | -16.8% |
| 3M | +21.9% | +48.3% | -26.4% | +19.3% |
| 6M | +60.1% | +30.3% | +29.8% | +56.7% |
| YTD | +142.3% | -12.9% | +155.2% | +138.4% |
| 1Y | +101.7% | -4.0% | +105.7% | +101.1% |
| All | +101.7% | -8.4% | +110.1% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling