+120.8%
MPC vs NTR
+39.1%
+81.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.8% | -1.3% | +3.1% | +2.4% |
| 30D | +14.0% | +16.8% | -2.8% | +6.6% |
| 3M | +52.2% | +20.7% | +31.5% | +40.1% |
| 6M | +75.8% | +0.5% | +75.2% | +73.2% |
| YTD | +146.3% | +29.2% | +117.1% | +122.9% |
| 1Y | +120.8% | +39.6% | +81.2% | +94.2% |
| All | +120.8% | +39.1% | +81.7% | +94.2% |
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