+655.1%
MPC vs NTRS
+93.2%
+561.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.2% |
| 30D | +14.0% | -0.7% | +14.7% | +14.2% |
| 3M | +52.2% | +11.3% | +40.9% | +45.7% |
| 6M | +75.8% | +35.5% | +40.2% | +54.4% |
| YTD | +146.3% | +40.6% | +105.7% | +112.5% |
| 1Y | +120.8% | +49.2% | +71.6% | +85.2% |
| 3Y | +172.6% | +167.2% | +5.4% | +75.6% |
| All | +655.1% | +93.2% | +561.9% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling