+189.4%
MPC vs NVD
-98.8%
+288.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.7% | -4.1% | +4.9% |
| 7D | -9.4% | +23.8% | -33.2% | -8.5% |
| 30D | -14.3% | +57.0% | -71.3% | -12.7% |
| 3M | +31.1% | +41.6% | -10.5% | +33.3% |
| 6M | +60.3% | +17.6% | +42.7% | +62.1% |
| YTD | +142.5% | -21.4% | +163.9% | +141.1% |
| 1Y | +104.6% | -23.3% | +127.9% | +103.6% |
| 3Y | +191.7% | -98.7% | +290.4% | +164.4% |
| All | +189.4% | -98.8% | +288.1% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling