+165.7%
MPC vs NTR
+39.8%
+125.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +5.4% | +8.1% | -2.7% | +2.4% |
| 30D | +31.0% | +18.8% | +12.2% | +22.7% |
| 3M | +46.0% | +16.2% | +29.8% | +37.7% |
| 6M | +77.3% | +9.8% | +67.6% | +70.4% |
| YTD | +141.9% | +30.9% | +111.0% | +118.6% |
| 1Y | +120.9% | +41.8% | +79.2% | +93.6% |
| All | +165.7% | +39.8% | +125.8% | +124.7% |
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