+101.9%
MPC vs NOC
-3.0%
+104.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +4.3% |
| 7D | -9.4% | -2.9% | -6.5% | -9.1% |
| 30D | -14.3% | +12.1% | -26.5% | -14.6% |
| 3M | +31.1% | -5.3% | +36.4% | +31.5% |
| 6M | +60.3% | -1.0% | +61.3% | +60.7% |
| YTD | +142.5% | -4.3% | +146.8% | +139.8% |
| All | +101.9% | -3.0% | +104.9% | +100.7% |
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