+120.9%
MPC vs NOC
-10.0%
+130.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +5.4% | -5.2% | +10.6% | +5.6% |
| 30D | +31.0% | -7.2% | +38.2% | +31.4% |
| 3M | +46.0% | -5.1% | +51.1% | +46.5% |
| 6M | +77.3% | -31.1% | +108.4% | +86.2% |
| YTD | +141.9% | -8.6% | +150.5% | +143.5% |
| 1Y | +120.9% | -9.7% | +130.6% | +127.2% |
| All | +120.9% | -10.0% | +130.9% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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