+914.6%
MPC vs NTRA
+1,723.2%
-808.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.4% | +0.6% | +4.9% | +5.4% |
| 30D | +31.0% | +19.5% | +11.5% | +27.7% |
| 3M | +46.0% | +47.8% | -1.7% | +38.4% |
| 6M | +77.3% | +61.6% | +15.7% | +64.9% |
| YTD | +141.9% | +43.3% | +98.7% | +127.9% |
| 1Y | +120.9% | +97.0% | +23.9% | +99.2% |
| 3Y | +182.7% | +424.9% | -242.2% | +117.7% |
| 5Y | +646.4% | +165.2% | +481.3% | +497.4% |
| 10Y | +1,138.7% | +3,114.3% | -1,975.6% | +565.7% |
| All | +914.6% | +1,723.2% | -808.6% | +454.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling