+652.5%
MPC vs NTR
+100.5%
+552.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +5.4% | +8.1% | -2.7% | +0.6% |
| 30D | +31.0% | +18.8% | +12.2% | +18.0% |
| 3M | +46.0% | +16.2% | +29.8% | +32.8% |
| 6M | +77.3% | +9.8% | +67.6% | +66.0% |
| YTD | +141.9% | +30.9% | +111.0% | +102.3% |
| 1Y | +120.9% | +41.8% | +79.2% | +74.4% |
| 3Y | +182.7% | +35.8% | +146.9% | +120.4% |
| 5Y | +646.4% | +51.0% | +595.4% | +354.6% |
| All | +652.5% | +100.5% | +552.0% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling