+237.4%
MP vs NOC
+86.7%
+150.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -19.0% | -6.6% | -12.4% | -17.6% |
| 30D | -30.5% | +8.7% | -39.2% | -32.0% |
| 3M | -29.6% | -5.4% | -24.2% | -28.8% |
| 6M | -50.4% | -5.1% | -45.3% | -50.1% |
| YTD | -33.2% | -6.8% | -26.5% | -32.1% |
| 1Y | -38.6% | -6.4% | -32.1% | -37.6% |
| 3Y | +105.5% | +17.3% | +88.1% | +94.3% |
| 5Y | -7.8% | +56.3% | -64.2% | -23.4% |
| All | +237.4% | +86.7% | +150.7% | +145.0% |
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 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