+1,174.7%
MPC vs NTRA
+2,995.7%
-1,821.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +3.2% | +1.6% | +1.6% | +3.0% |
| 30D | +25.0% | +3.8% | +21.3% | +24.4% |
| 3M | +55.2% | +48.2% | +6.9% | +46.8% |
| 6M | +86.4% | +61.0% | +25.4% | +73.2% |
| YTD | +148.5% | +44.2% | +104.3% | +133.5% |
| 1Y | +121.7% | +87.3% | +34.4% | +100.7% |
| 3Y | +172.9% | +509.4% | -336.6% | +103.9% |
| 5Y | +679.9% | +175.1% | +504.8% | +517.9% |
| 10Y | +1,174.7% | +3,203.1% | -2,028.4% | +564.1% |
| All | +1,174.7% | +2,995.7% | -1,821.0% | +564.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling