+3,312.9%
MPC vs NTRS
+478.2%
+2,834.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +11.2% | +3.2% | +8.1% | +9.0% |
| 30D | -14.5% | +9.6% | -24.1% | -19.8% |
| 3M | +16.7% | -6.0% | +22.7% | +20.5% |
| 6M | +67.6% | +10.4% | +57.2% | +54.9% |
| YTD | +157.9% | +32.5% | +125.5% | +107.9% |
| 1Y | +116.7% | +41.2% | +75.5% | +66.8% |
| 3Y | +199.8% | +173.4% | +26.4% | +39.6% |
| 5Y | +604.4% | +65.0% | +539.5% | +344.7% |
| 10Y | +1,171.5% | +192.3% | +979.2% | +411.9% |
| All | +3,312.9% | +478.2% | +2,834.8% | +704.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling