+199.8%
MPC vs NWSA
+32.6%
+167.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | -0.1% |
| 7D | +11.2% | +2.2% | +9.0% | +10.7% |
| 30D | -14.5% | -8.8% | -5.7% | -13.0% |
| 3M | +16.7% | -6.5% | +23.2% | +17.9% |
| 6M | +67.6% | +1.5% | +66.1% | +65.4% |
| YTD | +157.9% | +4.0% | +153.9% | +151.5% |
| 1Y | +116.7% | +3.4% | +113.2% | +111.6% |
| 3Y | +199.8% | +34.8% | +164.9% | +157.0% |
| All | +199.8% | +32.6% | +167.2% | +157.0% |
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