+453.7%
MP vs NI
+125.2%
+328.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +3.0% | +2.3% | +0.7% | +2.2% |
| 30D | +8.3% | -1.7% | +10.0% | +8.8% |
| 3M | -3.8% | -8.0% | +4.2% | -1.5% |
| 6M | -4.9% | -8.6% | +3.7% | -2.8% |
| YTD | +9.6% | +2.3% | +7.3% | +6.5% |
| 1Y | -11.7% | +6.9% | -18.7% | -16.1% |
| 3Y | +158.5% | +70.6% | +87.9% | +97.4% |
| 5Y | +68.9% | +96.4% | -27.5% | +26.0% |
| All | +453.7% | +125.2% | +328.5% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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