+1,134.0%
MPC vs NWSA
+143.8%
+990.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +3.2% |
| 7D | +3.9% | -2.6% | +6.5% | +5.2% |
| 30D | +33.8% | +4.6% | +29.2% | +30.6% |
| 3M | +49.9% | +10.2% | +39.7% | +41.4% |
| 6M | +80.9% | +21.6% | +59.3% | +60.7% |
| YTD | +147.4% | +14.6% | +132.8% | +124.8% |
| 1Y | +123.2% | +0.4% | +122.8% | +117.1% |
| 3Y | +171.7% | +45.0% | +126.7% | +109.8% |
| 5Y | +678.6% | +41.3% | +637.3% | +478.1% |
| 10Y | +1,134.0% | +142.8% | +991.2% | +454.2% |
| All | +1,134.0% | +143.8% | +990.2% | +454.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling