-40.7%
MP vs NOC
-0.8%
-39.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.3% | +4.9% | -2.6% | +1.2% |
| 30D | -15.3% | +13.6% | -28.9% | -17.8% |
| 3M | -33.5% | -3.9% | -29.6% | -32.3% |
| 6M | -45.5% | +1.4% | -46.9% | -45.8% |
| YTD | -27.3% | -2.2% | -25.1% | -27.3% |
| 1Y | -40.7% | -1.2% | -39.5% | -41.0% |
| All | -40.7% | -0.8% | -39.9% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling