+173.4%
MPC vs NWSA
+46.6%
+126.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +5.4% | -1.9% | +7.3% | +5.9% |
| 30D | +31.0% | +4.6% | +26.4% | +29.6% |
| 3M | +46.0% | +13.2% | +32.8% | +41.5% |
| 6M | +77.3% | +27.0% | +50.3% | +65.8% |
| YTD | +141.9% | +16.8% | +125.1% | +131.1% |
| 1Y | +120.9% | +4.5% | +116.4% | +119.9% |
| All | +173.4% | +46.6% | +126.8% | +143.4% |
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