+260.3%
MPC vs NXT
+231.9%
+28.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.4% |
| 7D | +2.6% | -5.7% | +8.3% | +3.0% |
| 30D | -12.2% | +18.5% | -30.7% | -13.5% |
| 3M | +20.1% | -4.1% | +24.2% | +20.2% |
| 6M | +60.6% | -20.3% | +80.9% | +61.9% |
| YTD | +150.6% | +15.5% | +135.1% | +139.8% |
| 1Y | +104.7% | -5.0% | +109.6% | +100.1% |
| 3Y | +194.5% | +191.6% | +2.8% | +140.9% |
| All | +260.3% | +231.9% | +28.4% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling