+117.2%
MPC vs NTR
+36.7%
+80.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -9.6% |
| 7D | -10.9% | +4.3% | -15.3% | -12.5% |
| 30D | -9.4% | +2.6% | -12.0% | -10.5% |
| 3M | +26.0% | +8.5% | +17.4% | +21.1% |
| 6M | +56.5% | -3.3% | +59.9% | +58.2% |
| YTD | +144.3% | +19.6% | +124.7% | +126.8% |
| 1Y | +117.2% | +37.6% | +79.6% | +86.0% |
| All | +117.2% | +36.7% | +80.5% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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