+254.1%
MP vs NOC
+86.6%
+167.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +5.0% |
| 7D | -10.5% | -5.8% | -4.7% | -9.2% |
| 30D | -23.5% | +10.9% | -34.4% | -25.6% |
| 3M | -25.4% | -7.1% | -18.3% | -24.3% |
| 6M | -51.3% | -5.3% | -45.9% | -50.9% |
| YTD | -29.9% | -6.8% | -23.1% | -28.7% |
| 1Y | -31.8% | -6.7% | -25.1% | -30.7% |
| 3Y | +127.0% | +17.2% | +109.8% | +114.7% |
| 5Y | -3.3% | +56.3% | -59.5% | -19.6% |
| All | +254.1% | +86.6% | +167.5% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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