+147.1%
MP vs NTR
+48.5%
+98.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.5% | +6.1% |
| 7D | -1.6% | +3.0% | -4.5% | -2.9% |
| 30D | -18.2% | +7.1% | -25.3% | -20.8% |
| 3M | -26.1% | +13.1% | -39.2% | -30.5% |
| 6M | -44.0% | +7.6% | -51.6% | -46.4% |
| YTD | -25.3% | +20.0% | -45.2% | -34.2% |
| 1Y | -35.6% | +30.2% | -65.7% | -46.1% |
| 3Y | +147.1% | +46.8% | +100.2% | +77.0% |
| All | +147.1% | +48.5% | +98.6% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling