+601.0%
MPC vs NTRS
+64.9%
+536.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +11.2% | +3.2% | +8.1% | +10.0% |
| 30D | -14.5% | +9.6% | -24.1% | -17.5% |
| 3M | +16.7% | -6.0% | +22.7% | +19.0% |
| 6M | +67.6% | +10.4% | +57.2% | +60.2% |
| YTD | +157.9% | +32.5% | +125.5% | +127.4% |
| 1Y | +116.7% | +41.2% | +75.5% | +85.9% |
| 3Y | +199.8% | +173.4% | +26.4% | +92.2% |
| All | +601.0% | +64.9% | +536.1% | +451.2% |
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