+198.5%
MPC vs NOC
+24.4%
+174.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | +9.4% | +4.5% | +4.9% | +9.0% |
| 30D | -13.4% | +14.1% | -27.5% | -14.0% |
| 3M | +18.9% | -4.5% | +23.3% | +19.1% |
| 6M | +64.9% | -0.8% | +65.7% | +65.0% |
| YTD | +156.8% | -2.5% | +159.3% | +157.8% |
| 1Y | +113.2% | -0.1% | +113.3% | +113.7% |
| All | +198.5% | +24.4% | +174.0% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling