+264.6%
MP vs NTR
+150.4%
+114.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.3% | -3.3% |
| 7D | -3.6% | +4.1% | -7.7% | -5.8% |
| 30D | -21.0% | +7.0% | -27.9% | -24.0% |
| 3M | -33.3% | +9.7% | -43.0% | -37.0% |
| 6M | -45.9% | +7.4% | -53.3% | -48.7% |
| YTD | -27.8% | +19.8% | -47.6% | -36.8% |
| 1Y | -43.2% | +25.4% | -68.6% | -51.8% |
| 3Y | +144.0% | +48.6% | +95.4% | +82.1% |
| 5Y | -6.1% | +24.0% | -30.1% | -29.7% |
| All | +264.6% | +150.4% | +114.2% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling