+1,292.5%
MPC vs NWSA
+98.2%
+1,194.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -16.2% | -9.4% | -6.8% | -12.6% |
| 30D | -15.7% | -7.8% | -8.0% | -12.9% |
| 3M | +24.9% | -10.8% | +35.7% | +30.8% |
| 6M | +52.7% | +1.1% | +51.6% | +48.5% |
| YTD | +131.9% | +1.8% | +130.1% | +121.8% |
| 1Y | +96.6% | +6.0% | +90.6% | +83.5% |
| 3Y | +163.8% | +24.6% | +139.2% | +120.5% |
| 5Y | +533.1% | +13.1% | +520.0% | +432.8% |
| 10Y | +1,118.6% | +148.5% | +970.1% | +483.5% |
| All | +1,292.5% | +98.2% | +1,194.4% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling