+120.9%
MPC vs NSC
+20.4%
+100.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +5.4% | -5.5% | +11.0% | +5.9% |
| 30D | +31.0% | -3.2% | +34.2% | +31.3% |
| 3M | +46.0% | +7.7% | +38.4% | +44.4% |
| 6M | +77.3% | +4.5% | +72.8% | +79.2% |
| YTD | +141.9% | +15.6% | +126.3% | +133.7% |
| 1Y | +120.9% | +19.8% | +101.1% | +116.4% |
| All | +120.9% | +20.4% | +100.6% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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