+534.5%
MPC vs NI
+104.4%
+430.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | -16.2% | -0.9% | -15.2% | -16.0% |
| 30D | -15.7% | +9.6% | -25.4% | -18.0% |
| 3M | +24.9% | +2.5% | +22.4% | +23.8% |
| 6M | +52.7% | -5.8% | +58.5% | +54.8% |
| YTD | +131.9% | +8.6% | +123.3% | +123.2% |
| 1Y | +96.6% | +6.0% | +90.7% | +90.9% |
| 3Y | +163.8% | +91.0% | +72.8% | +103.8% |
| All | +534.5% | +104.4% | +430.1% | +363.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling