+1,116.6%
MPC vs NOC
+182.6%
+934.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.3% |
| 7D | +5.4% | -5.2% | +10.6% | +7.6% |
| 30D | +31.0% | -7.2% | +38.2% | +34.6% |
| 3M | +46.0% | -5.1% | +51.1% | +48.1% |
| 6M | +77.3% | -31.1% | +108.4% | +103.8% |
| YTD | +141.9% | -8.6% | +150.5% | +146.0% |
| 1Y | +120.9% | -9.7% | +130.6% | +125.0% |
| 3Y | +182.7% | +24.3% | +158.4% | +139.5% |
| 5Y | +646.4% | +52.6% | +593.8% | +439.7% |
| All | +1,116.6% | +182.6% | +934.0% | +483.4% |
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