+3,101.0%
MPC vs NTRS
+505.4%
+2,595.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | +0.4% | +5.1% | +5.1% |
| 30D | +31.0% | +1.7% | +29.3% | +29.5% |
| 3M | +46.0% | +8.9% | +37.2% | +37.4% |
| 6M | +77.3% | +30.6% | +46.7% | +46.1% |
| YTD | +141.9% | +38.7% | +103.2% | +90.5% |
| 1Y | +120.9% | +48.1% | +72.8% | +65.3% |
| 3Y | +182.7% | +165.5% | +17.2% | +34.5% |
| 5Y | +646.4% | +85.6% | +560.9% | +333.5% |
| 10Y | +1,138.7% | +246.1% | +892.7% | +346.3% |
| All | +3,101.0% | +505.4% | +2,595.6% | +637.2% |
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 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