+123.2%
MPC vs NI
+6.7%
+116.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +2.4% |
| 7D | +3.9% | +2.3% | +1.6% | +4.1% |
| 30D | +33.8% | -1.7% | +35.4% | +33.5% |
| 3M | +49.9% | -8.0% | +57.9% | +48.5% |
| 6M | +80.9% | -8.6% | +89.6% | +78.8% |
| YTD | +147.4% | +2.3% | +145.1% | +142.2% |
| 1Y | +123.2% | +6.9% | +116.3% | +120.8% |
| All | +123.2% | +6.7% | +116.5% | +120.8% |
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