+264.6%
MP vs NOC
+95.0%
+169.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.8% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -21.0% | +14.1% | -35.1% | -23.7% |
| 3M | -33.3% | -4.6% | -28.7% | -32.7% |
| 6M | -45.9% | +0.7% | -46.7% | -46.4% |
| YTD | -27.8% | -2.6% | -25.2% | -27.4% |
| 1Y | -43.2% | -1.0% | -42.2% | -43.1% |
| 3Y | +144.0% | +24.5% | +119.6% | +127.4% |
| 5Y | -6.1% | +64.3% | -70.4% | -23.0% |
| All | +264.6% | +95.0% | +169.6% | +162.0% |
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