+548.4%
MPC vs NVTS
-31.5%
+579.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.3% | -6.7% | +4.3% |
| 7D | -9.4% | +20.8% | -30.2% | -9.9% |
| 30D | -14.3% | -11.1% | -3.2% | -14.2% |
| 3M | +31.1% | -31.0% | +62.1% | +32.1% |
| 6M | +60.3% | -47.4% | +107.6% | +61.6% |
| YTD | +142.5% | +34.2% | +108.3% | +135.5% |
| 1Y | +104.6% | +22.2% | +82.4% | +99.0% |
| 3Y | +191.7% | +68.4% | +123.3% | +169.1% |
| 5Y | +549.2% | -39.0% | +588.2% | +484.7% |
| All | +548.4% | -31.5% | +579.9% | +484.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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