+199.8%
MPC vs NSC
+77.7%
+122.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | +11.2% | +2.5% | +8.8% | +10.3% |
| 30D | -14.5% | +1.7% | -16.2% | -15.2% |
| 3M | +16.7% | -2.6% | +19.2% | +17.5% |
| 6M | +67.6% | +6.4% | +61.1% | +62.2% |
| YTD | +157.9% | +15.5% | +142.4% | +139.5% |
| 1Y | +116.7% | +17.6% | +99.1% | +99.5% |
| 3Y | +199.8% | +75.0% | +124.8% | +140.0% |
| All | +199.8% | +77.7% | +122.0% | +140.0% |
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