+672.9%
MPC vs NTR
+103.7%
+569.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | +25.0% | +21.7% | +3.3% | +11.0% |
| 3M | +55.2% | +22.8% | +32.4% | +36.6% |
| 6M | +86.4% | +8.2% | +78.2% | +76.0% |
| YTD | +148.5% | +32.9% | +115.5% | +105.8% |
| 1Y | +121.7% | +45.3% | +76.4% | +72.5% |
| 3Y | +172.9% | +41.7% | +131.2% | +107.1% |
| 5Y | +679.9% | +49.8% | +630.1% | +380.9% |
| All | +672.9% | +103.7% | +569.2% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling