-32.6%
MP vs NTR
+21.2%
-53.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | -0.3% | +9.8% | +9.5% |
| 30D | -3.0% | +2.0% | -4.9% | -3.3% |
| 3M | -30.4% | +6.4% | -36.8% | -31.2% |
| 6M | -39.2% | +1.6% | -40.8% | -39.5% |
| YTD | -23.3% | +18.2% | -41.5% | -26.5% |
| 1Y | -32.6% | +23.9% | -56.6% | -34.1% |
| All | -32.6% | +21.2% | -53.8% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling