+530.4%
MPC vs NVT
+477.1%
+53.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | -8.8% | -13.0% | +4.1% | -3.2% |
| 30D | -14.4% | -32.7% | +18.3% | +1.6% |
| 3M | +21.9% | -30.6% | +52.5% | +40.4% |
| 6M | +60.1% | -33.6% | +93.7% | +83.8% |
| YTD | +142.3% | +11.0% | +131.3% | +100.9% |
| 1Y | +101.7% | +0.8% | +100.9% | +75.5% |
| 3Y | +184.8% | +125.7% | +59.1% | +29.2% |
| 5Y | +564.6% | +231.1% | +333.5% | +111.2% |
| All | +530.4% | +477.1% | +53.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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