+1,352.9%
MPC vs NWSA
+127.4%
+1,225.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | +5.4% | -1.9% | +7.3% | +6.4% |
| 30D | +31.0% | +4.6% | +26.4% | +27.8% |
| 3M | +46.0% | +13.2% | +32.8% | +35.9% |
| 6M | +77.3% | +27.0% | +50.3% | +54.2% |
| YTD | +141.9% | +16.8% | +125.1% | +118.0% |
| 1Y | +120.9% | +4.5% | +116.4% | +110.2% |
| 3Y | +182.7% | +46.2% | +136.5% | +118.9% |
| 5Y | +646.4% | +40.9% | +605.5% | +461.2% |
| 10Y | +1,138.7% | +145.1% | +993.6% | +501.6% |
| All | +1,352.9% | +127.4% | +1,225.5% | +612.1% |
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 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