+101.7%
MPC vs NI
+7.1%
+94.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -8.8% | +1.5% | -10.3% | -8.8% |
| 30D | -14.4% | +11.9% | -26.3% | -13.9% |
| 3M | +21.9% | +9.1% | +12.8% | +22.2% |
| 6M | +60.1% | -1.8% | +61.9% | +58.3% |
| YTD | +142.3% | +11.4% | +130.9% | +135.2% |
| 1Y | +101.7% | +6.4% | +95.3% | +100.8% |
| All | +101.7% | +7.1% | +94.6% | +100.8% |
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