+163.8%
MPC vs NWSA
+23.7%
+140.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -16.2% | -9.4% | -6.8% | -14.6% |
| 30D | -15.7% | -7.8% | -8.0% | -14.5% |
| 3M | +24.9% | -10.8% | +35.7% | +27.5% |
| 6M | +52.7% | +1.1% | +51.6% | +50.6% |
| YTD | +131.9% | +1.8% | +130.1% | +127.2% |
| 1Y | +96.6% | +6.0% | +90.6% | +89.2% |
| 3Y | +163.8% | +24.6% | +139.2% | +140.0% |
| All | +163.8% | +23.7% | +140.1% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling