+180.6%
MPC vs NXT
+98.3%
+82.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +5.4% | -1.1% | +6.5% | +5.5% |
| 30D | +31.0% | -15.3% | +46.3% | +32.5% |
| 3M | +46.0% | -43.8% | +89.8% | +52.2% |
| 6M | +77.3% | -18.7% | +96.0% | +76.7% |
| YTD | +141.9% | -3.0% | +144.9% | +135.2% |
| 1Y | +120.9% | +22.7% | +98.2% | +107.4% |
| All | +180.6% | +98.3% | +82.4% | +136.7% |
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