+445.3%
MP vs NTR
+173.6%
+271.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.2% |
| 7D | -2.9% | +8.1% | -11.0% | -6.9% |
| 30D | +13.8% | +18.8% | -4.9% | +3.5% |
| 3M | -16.7% | +16.2% | -32.9% | -23.7% |
| 6M | -11.5% | +9.8% | -21.3% | -17.8% |
| YTD | +7.9% | +30.9% | -22.9% | -9.4% |
| 1Y | -15.0% | +41.8% | -56.8% | -32.6% |
| 3Y | +153.5% | +35.8% | +117.7% | +101.1% |
| 5Y | +58.7% | +51.0% | +7.6% | +6.5% |
| All | +445.3% | +173.6% | +271.7% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling