+67.6%
MPC vs NVDL
-54.5%
+122.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.4% |
| 7D | +11.2% | -24.8% | +36.0% | +10.7% |
| 30D | -14.5% | -48.0% | +33.6% | -15.7% |
| 3M | +16.7% | -51.5% | +68.2% | +14.7% |
| 6M | +67.6% | -54.9% | +122.5% | +66.3% |
| All | +67.6% | -54.5% | +122.1% | +66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling