+546.8%
MPC vs NVTS
-15.6%
+562.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | +0.1% |
| 7D | +5.4% | +2.7% | +2.7% | +5.3% |
| 30D | +31.0% | -4.5% | +35.4% | +31.0% |
| 3M | +46.0% | -61.5% | +107.6% | +49.6% |
| 6M | +77.3% | +28.0% | +49.3% | +73.5% |
| YTD | +141.9% | +65.3% | +76.6% | +134.1% |
| 1Y | +120.9% | +113.0% | +7.9% | +110.9% |
| 3Y | +182.7% | +34.7% | +148.0% | +165.7% |
| All | +546.8% | -15.6% | +562.4% | +480.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling