+1,134.0%
MPC vs NSC
+326.8%
+807.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.6% |
| 7D | +3.9% | -1.5% | +5.4% | +4.8% |
| 30D | +33.8% | -1.9% | +35.7% | +35.1% |
| 3M | +49.9% | +6.2% | +43.6% | +43.4% |
| 6M | +80.9% | +9.2% | +71.8% | +68.1% |
| YTD | +147.4% | +15.0% | +132.4% | +121.6% |
| 1Y | +123.2% | +21.1% | +102.1% | +92.9% |
| 3Y | +171.7% | +78.6% | +93.1% | +73.1% |
| 5Y | +678.6% | +45.9% | +632.7% | +450.5% |
| 10Y | +1,134.0% | +326.9% | +807.2% | +398.9% |
| All | +1,134.0% | +326.8% | +807.2% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling