+443.0%
MP vs NTR
+177.9%
+265.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | +0.5% | -1.3% | -1.0% |
| 30D | -0.7% | +21.7% | -22.4% | -10.7% |
| 3M | 0.0% | +22.8% | -22.8% | -11.2% |
| 6M | -10.0% | +8.2% | -18.2% | -15.5% |
| YTD | +7.5% | +32.9% | -25.4% | -10.5% |
| 1Y | -14.0% | +45.3% | -59.3% | -32.7% |
| 3Y | +153.5% | +41.7% | +111.8% | +96.6% |
| 5Y | +62.7% | +49.8% | +12.9% | +9.9% |
| All | +443.0% | +177.9% | +265.1% | +196.3% |
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