-14.0%
MP vs NTR
+42.7%
-56.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -0.7% | +0.5% | -1.3% | -0.8% |
| 30D | -0.7% | +21.7% | -22.4% | -4.4% |
| 3M | 0.0% | +22.8% | -22.8% | -4.5% |
| 6M | -10.0% | +8.2% | -18.2% | -12.5% |
| YTD | +7.5% | +32.9% | -25.4% | -0.2% |
| 1Y | -14.0% | +45.3% | -59.3% | -20.4% |
| All | -14.0% | +42.7% | -56.7% | -20.4% |
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