+1,166.2%
MPC vs NWSA
+141.7%
+1,024.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.5% |
| 7D | +9.4% | -0.8% | +10.2% | +9.8% |
| 30D | -13.4% | -11.3% | -2.1% | -8.8% |
| 3M | +18.9% | -8.1% | +26.9% | +22.6% |
| 6M | +64.9% | -0.7% | +65.6% | +61.9% |
| YTD | +156.8% | +1.3% | +155.5% | +146.0% |
| 1Y | +113.2% | -1.3% | +114.5% | +107.1% |
| 3Y | +201.8% | +28.4% | +173.4% | +146.5% |
| 5Y | +601.4% | +15.3% | +586.1% | +481.4% |
| All | +1,166.2% | +141.7% | +1,024.5% | +484.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling