+163.8%
MPC vs NVTS
+36.9%
+126.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.5% | -10.8% | -1.4% |
| 7D | -16.2% | +1.5% | -17.7% | -16.3% |
| 30D | -15.7% | -23.8% | +8.1% | -15.3% |
| 3M | +24.9% | -30.6% | +55.5% | +25.6% |
| 6M | +52.7% | -48.4% | +101.0% | +53.6% |
| YTD | +131.9% | +20.6% | +111.3% | +127.2% |
| 1Y | +96.6% | -2.5% | +99.2% | +93.3% |
| 3Y | +163.8% | +44.0% | +119.8% | +136.4% |
| All | +163.8% | +36.9% | +126.9% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling