+678.6%
MPC vs NTR
+51.1%
+627.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | +3.9% | +3.8% | 0.0% | +2.3% |
| 30D | +33.8% | +25.2% | +8.5% | +22.2% |
| 3M | +49.9% | +21.0% | +28.8% | +38.4% |
| 6M | +80.9% | +7.6% | +73.3% | +74.8% |
| YTD | +147.4% | +32.9% | +114.6% | +119.4% |
| 1Y | +123.2% | +43.1% | +80.1% | +91.4% |
| 3Y | +171.7% | +41.6% | +130.1% | +129.2% |
| 5Y | +678.6% | +54.8% | +623.8% | +444.0% |
| All | +678.6% | +51.1% | +627.5% | +444.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling