+112.5%
NET vs MPC
+645.9%
-533.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | +5.4% | -12.4% | -8.7% |
| 30D | -4.8% | +31.0% | -35.8% | -13.0% |
| 3M | +3.8% | +46.0% | -42.2% | -8.6% |
| 6M | +50.0% | +77.3% | -27.3% | +23.3% |
| YTD | +41.5% | +141.9% | -100.4% | +4.5% |
| 1Y | +32.8% | +120.9% | -88.1% | +0.9% |
| 3Y | +335.9% | +182.7% | +153.2% | +189.1% |
| All | +112.5% | +645.9% | -533.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling