+303.0%
MPC vs NVDL
+1,259.0%
-956.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.6% |
| 7D | +11.2% | -24.8% | +36.0% | +12.2% |
| 30D | -14.5% | -48.0% | +33.6% | -12.7% |
| 3M | +16.7% | -51.5% | +68.2% | +19.2% |
| 6M | +67.6% | -54.9% | +122.5% | +71.1% |
| YTD | +157.9% | -39.2% | +197.1% | +158.6% |
| 1Y | +116.7% | -41.1% | +157.8% | +117.4% |
| 3Y | +199.8% | +262.9% | -63.2% | +177.8% |
| All | +303.0% | +1,259.0% | -956.0% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling