+284.8%
MPC vs NVDL
+2,476.2%
-2,191.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.8% | -10.3% | +12.1% | +2.2% |
| 30D | +14.0% | -7.1% | +21.1% | +14.2% |
| 3M | +52.2% | +6.6% | +45.6% | +51.3% |
| 6M | +75.8% | +21.1% | +54.7% | +72.9% |
| YTD | +146.3% | +15.2% | +131.1% | +142.2% |
| 1Y | +120.8% | +18.8% | +102.0% | +116.0% |
| 3Y | +172.6% | +649.9% | -477.3% | +147.8% |
| All | +284.8% | +2,476.2% | -2,191.4% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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