+529.4%
MPC vs NVT
+699.2%
-169.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.0% |
| 7D | +5.4% | +5.1% | +0.4% | +2.7% |
| 30D | +31.0% | -3.7% | +34.7% | +32.7% |
| 3M | +46.0% | -10.1% | +56.2% | +50.1% |
| 6M | +77.3% | +37.5% | +39.9% | +39.9% |
| YTD | +141.9% | +53.7% | +88.2% | +76.7% |
| 1Y | +120.9% | +70.9% | +50.1% | +48.5% |
| 3Y | +182.7% | +180.4% | +2.3% | +21.2% |
| 5Y | +646.4% | +393.5% | +253.0% | +95.3% |
| All | +529.4% | +699.2% | -169.9% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling