+2,968.0%
MPC vs NSC
+523.7%
+2,444.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.5% |
| 7D | -16.2% | -6.6% | -9.6% | -12.7% |
| 30D | -15.7% | +2.2% | -17.9% | -17.0% |
| 3M | +24.9% | -6.2% | +31.1% | +29.1% |
| 6M | +52.7% | +1.7% | +51.0% | +49.2% |
| YTD | +131.9% | +12.2% | +119.6% | +111.1% |
| 1Y | +96.6% | +15.4% | +81.2% | +75.9% |
| 3Y | +163.8% | +73.3% | +90.4% | +76.5% |
| 5Y | +533.1% | +24.7% | +508.4% | +410.4% |
| 10Y | +1,118.6% | +324.5% | +794.2% | +375.0% |
| All | +2,968.0% | +523.7% | +2,444.3% | +738.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling