+184.8%
MPC vs NTR
+46.8%
+138.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -8.8% | +4.1% | -13.0% | -10.3% |
| 30D | -14.4% | +7.0% | -21.3% | -16.8% |
| 3M | +21.9% | +9.7% | +12.3% | +17.2% |
| 6M | +60.1% | +7.4% | +52.7% | +55.0% |
| YTD | +142.3% | +19.8% | +122.6% | +125.0% |
| 1Y | +101.7% | +25.4% | +76.3% | +83.9% |
| 3Y | +184.8% | +48.6% | +136.2% | +139.8% |
| All | +184.8% | +46.8% | +138.0% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling