+44.8%
NU vs MPC
+160.2%
-115.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.6% |
| 7D | +3.6% | -16.2% | +19.8% | +5.8% |
| 30D | -22.8% | -15.7% | -7.1% | -21.5% |
| 3M | -14.8% | +24.9% | -39.7% | -18.7% |
| 6M | -16.9% | +52.7% | -69.6% | -23.9% |
| YTD | -28.1% | +131.9% | -160.0% | -42.1% |
| 1Y | -24.5% | +96.6% | -121.2% | -36.2% |
| 3Y | +44.8% | +163.8% | -119.0% | +9.6% |
| All | +44.8% | +160.2% | -115.4% | +9.6% |
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