+163.8%
MPC vs NXT
+181.6%
-17.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.6% | -1.5% |
| 7D | -16.2% | +32.2% | -48.4% | -17.8% |
| 30D | -15.7% | +21.9% | -37.6% | -16.9% |
| 3M | +24.9% | +6.6% | +18.3% | +24.2% |
| 6M | +52.7% | -16.8% | +69.4% | +53.5% |
| YTD | +131.9% | +20.4% | +111.4% | +121.3% |
| 1Y | +96.6% | -1.5% | +98.2% | +92.1% |
| 3Y | +163.8% | +182.4% | -18.6% | +107.6% |
| All | +163.8% | +181.6% | -17.8% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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