+237.5%
MPC vs NXT
+228.5%
+8.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.7% | +2.8% | -3.5% |
| 7D | -12.8% | +24.7% | -37.5% | -14.3% |
| 30D | -12.7% | +13.0% | -25.8% | -13.7% |
| 3M | +27.1% | -0.2% | +27.3% | +26.8% |
| 6M | +45.8% | -19.3% | +65.1% | +46.7% |
| YTD | +134.7% | +14.3% | +120.4% | +124.8% |
| 1Y | +106.0% | -11.0% | +117.0% | +103.0% |
| 3Y | +165.5% | +167.8% | -2.3% | +119.2% |
| All | +237.5% | +228.5% | +8.9% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling