+653.7%
MPC vs NTR
+83.5%
+570.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -8.8% | +4.1% | -13.0% | -11.2% |
| 30D | -14.4% | +7.0% | -21.3% | -18.1% |
| 3M | +21.9% | +9.7% | +12.3% | +14.5% |
| 6M | +60.1% | +7.4% | +52.7% | +51.7% |
| YTD | +142.3% | +19.8% | +122.6% | +112.3% |
| 1Y | +101.7% | +25.4% | +76.3% | +71.3% |
| 3Y | +184.8% | +48.6% | +136.2% | +108.1% |
| 5Y | +564.6% | +24.0% | +540.6% | +367.7% |
| All | +653.7% | +83.5% | +570.2% | +233.1% |
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