+445.3%
MP vs NOC
+83.1%
+362.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.1% |
| 7D | -2.9% | -5.2% | +2.3% | -1.5% |
| 30D | +13.8% | -7.2% | +21.0% | +15.9% |
| 3M | -16.7% | -5.1% | -11.6% | -15.8% |
| 6M | -11.5% | -31.1% | +19.6% | -2.2% |
| YTD | +7.9% | -8.6% | +16.5% | +10.7% |
| 1Y | -15.0% | -9.7% | -5.3% | -12.8% |
| 3Y | +153.5% | +24.3% | +129.2% | +136.1% |
| 5Y | +58.7% | +52.6% | +6.0% | +32.6% |
| All | +445.3% | +83.1% | +362.2% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling