+120.9%
MPC vs NTRA
+96.0%
+24.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.4% | +0.6% | +4.9% | +5.5% |
| 30D | +31.0% | +19.5% | +11.5% | +32.7% |
| 3M | +46.0% | +47.8% | -1.7% | +51.0% |
| 6M | +77.3% | +61.6% | +15.7% | +85.0% |
| YTD | +141.9% | +43.3% | +98.7% | +150.6% |
| 1Y | +120.9% | +97.0% | +23.9% | +116.9% |
| All | +120.9% | +96.0% | +24.9% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1y: compounded portfolio wealth divided by compounded NTRA 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…
1y analysis · Full analysis span regression · 6 months rolling