+702.3%
MPC vs NTR
+81.1%
+621.2%
-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 | +11.2% | -0.3% | +11.6% | +11.5% |
| 30D | -14.5% | +2.0% | -16.5% | -15.9% |
| 3M | +16.7% | +6.4% | +10.3% | +11.5% |
| 6M | +67.6% | +1.6% | +65.9% | +64.1% |
| YTD | +157.9% | +18.2% | +139.7% | +127.7% |
| 1Y | +116.7% | +23.9% | +92.7% | +85.3% |
| 3Y | +199.8% | +44.7% | +155.1% | +122.7% |
| 5Y | +604.4% | +21.3% | +583.1% | +403.4% |
| All | +702.3% | +81.1% | +621.2% | +257.1% |
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