+3,109.1%
MPC vs NI
+879.5%
+2,229.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.5% |
| 7D | -9.4% | +0.4% | -9.9% | -9.6% |
| 30D | -14.3% | +11.3% | -25.6% | -19.2% |
| 3M | +31.1% | +6.5% | +24.6% | +26.4% |
| 6M | +60.3% | -2.3% | +62.5% | +60.9% |
| YTD | +142.5% | +10.8% | +131.7% | +126.0% |
| 1Y | +104.6% | +6.2% | +98.3% | +95.0% |
| 3Y | +191.7% | +98.7% | +93.1% | +90.7% |
| 5Y | +549.2% | +111.3% | +437.9% | +297.4% |
| 10Y | +1,106.2% | +178.1% | +928.1% | +524.9% |
| All | +3,109.1% | +879.5% | +2,229.6% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling