+1,079.5%
MPC vs NOC
+170.6%
+908.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -16.2% | -5.8% | -10.4% | -14.1% |
| 30D | -15.7% | +10.9% | -26.6% | -18.9% |
| 3M | +24.9% | -7.1% | +32.0% | +28.3% |
| 6M | +52.7% | -5.3% | +58.0% | +54.7% |
| YTD | +131.9% | -6.8% | +138.7% | +133.9% |
| 1Y | +96.6% | -6.7% | +103.4% | +98.0% |
| 3Y | +163.8% | +17.2% | +146.6% | +132.0% |
| 5Y | +533.1% | +56.3% | +476.9% | +356.5% |
| All | +1,079.5% | +170.6% | +908.9% | +565.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling