+180.6%
MPC vs NSC
+70.9%
+109.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +5.4% | -5.5% | +11.0% | +7.6% |
| 30D | +31.0% | -3.2% | +34.2% | +32.4% |
| 3M | +46.0% | +7.7% | +38.4% | +41.4% |
| 6M | +77.3% | +4.5% | +72.8% | +73.0% |
| YTD | +141.9% | +15.6% | +126.3% | +125.4% |
| 1Y | +120.9% | +19.8% | +101.1% | +102.4% |
| All | +180.6% | +70.9% | +109.7% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling