+120.9%
MPC vs NI
+1.4%
+119.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.2% |
| 7D | +5.4% | +2.0% | +3.4% | +5.6% |
| 30D | +31.0% | -3.5% | +34.5% | +30.5% |
| 3M | +46.0% | -9.1% | +55.1% | +44.6% |
| 6M | +77.3% | -11.8% | +89.2% | +75.5% |
| YTD | +141.9% | +1.1% | +140.8% | +136.5% |
| 1Y | +120.9% | +6.7% | +114.2% | +118.3% |
| All | +120.9% | +1.4% | +119.5% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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