+159.3%
MP vs NOC
+24.7%
+134.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +9.5% | +4.8% | +4.6% | +8.4% |
| 30D | -3.0% | +11.0% | -14.0% | -5.2% |
| 3M | -30.4% | -3.8% | -26.6% | -29.7% |
| 6M | -39.2% | +0.6% | -39.8% | -39.5% |
| YTD | -23.3% | -2.3% | -21.0% | -21.8% |
| 1Y | -32.6% | +0.3% | -32.9% | -31.7% |
| 3Y | +159.3% | +24.6% | +134.7% | +124.7% |
| All | +159.3% | +24.7% | +134.6% | +124.7% |
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