+3,106.3%
MPC vs NOC
+1,010.4%
+2,095.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.9% |
| 7D | -8.8% | -0.3% | -8.5% | -8.6% |
| 30D | -14.4% | +14.1% | -28.5% | -19.3% |
| 3M | +21.9% | -4.6% | +26.6% | +24.3% |
| 6M | +60.1% | +0.7% | +59.4% | +58.0% |
| YTD | +142.3% | -2.6% | +144.9% | +139.8% |
| 1Y | +101.7% | -1.0% | +102.7% | +97.6% |
| 3Y | +184.8% | +24.5% | +160.3% | +138.5% |
| 5Y | +564.6% | +64.3% | +500.3% | +350.5% |
| 10Y | +1,098.3% | +162.8% | +935.6% | +476.6% |
| All | +3,106.3% | +1,010.4% | +2,095.9% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling