+144.0%
MP vs NOC
+25.0%
+119.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.8% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -21.0% | +14.1% | -35.1% | -23.3% |
| 3M | -33.3% | -4.6% | -28.7% | -32.5% |
| 6M | -45.9% | +0.7% | -46.7% | -46.2% |
| YTD | -27.8% | -2.6% | -25.2% | -26.4% |
| 1Y | -43.2% | -1.0% | -42.2% | -42.3% |
| 3Y | +144.0% | +24.5% | +119.6% | +111.3% |
| All | +144.0% | +25.0% | +119.1% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling