+1,174.7%
MPC vs NI
+136.8%
+1,037.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +3.2% | +1.3% | +2.0% | +2.6% |
| 30D | +25.0% | -0.3% | +25.3% | +25.2% |
| 3M | +55.2% | -9.5% | +64.6% | +62.5% |
| 6M | +86.4% | -10.2% | +96.6% | +95.1% |
| YTD | +148.5% | +1.8% | +146.7% | +142.7% |
| 1Y | +121.7% | +5.7% | +116.0% | +111.6% |
| 3Y | +172.9% | +69.6% | +103.2% | +96.2% |
| 5Y | +679.9% | +95.8% | +584.1% | +402.3% |
| 10Y | +1,174.7% | +145.1% | +1,029.6% | +690.4% |
| All | +1,174.7% | +136.8% | +1,037.9% | +690.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling