+322.4%
NET vs MPC
+174.1%
+148.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.1% | +5.5% | -0.6% |
| 7D | -16.4% | -10.9% | -5.4% | -14.0% |
| 30D | -25.8% | -9.4% | -16.4% | -24.4% |
| 3M | -11.5% | +26.0% | -37.5% | -18.3% |
| 6M | +18.9% | +56.5% | -37.6% | +3.0% |
| YTD | +35.2% | +144.3% | -109.0% | +2.5% |
| 1Y | +14.5% | +117.2% | -102.8% | -10.2% |
| All | +322.4% | +174.1% | +148.3% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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