+171.7%
MPC vs NVDL
+680.6%
-508.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | +2.4% |
| 7D | +3.9% | +7.3% | -3.4% | +3.5% |
| 30D | +33.8% | -0.7% | +34.4% | +33.6% |
| 3M | +49.9% | +9.5% | +40.4% | +48.6% |
| 6M | +80.9% | +41.6% | +39.3% | +76.0% |
| YTD | +147.4% | +23.3% | +124.1% | +141.8% |
| 1Y | +123.2% | +40.3% | +82.9% | +115.3% |
| 3Y | +171.7% | +692.2% | -520.5% | +136.3% |
| All | +171.7% | +680.6% | -508.9% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling