+101.9%
MPC vs NWSA
-0.3%
+102.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.6% |
| 7D | -9.4% | -10.5% | +1.1% | -9.5% |
| 30D | -14.3% | -8.8% | -5.6% | -14.2% |
| 3M | +31.1% | -6.5% | +37.6% | +31.8% |
| 6M | +60.3% | -1.3% | +61.6% | +62.1% |
| YTD | +142.5% | +2.5% | +140.0% | +141.1% |
| All | +101.9% | -0.3% | +102.2% | +103.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling