+1,135.3%
MPC vs NOC
+163.6%
+971.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +2.6% | +4.9% | -2.3% | +0.8% |
| 30D | -12.2% | +13.6% | -25.8% | -16.3% |
| 3M | +20.1% | -3.9% | +23.9% | +21.7% |
| 6M | +60.6% | +1.4% | +59.2% | +58.5% |
| YTD | +150.6% | -2.2% | +152.8% | +148.2% |
| 1Y | +104.7% | -1.2% | +105.9% | +101.5% |
| 3Y | +194.5% | +25.0% | +169.5% | +152.3% |
| 5Y | +582.3% | +66.0% | +516.3% | +380.1% |
| 10Y | +1,135.3% | +161.4% | +973.9% | +630.5% |
| All | +1,135.3% | +163.6% | +971.6% | +630.5% |
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