+48.4%
NU vs MPC
+597.1%
-548.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -0.8% |
| 7D | +6.0% | +3.9% | +2.2% | +5.1% |
| 30D | +10.8% | +33.8% | -23.0% | +3.2% |
| 3M | +32.2% | +49.9% | -17.7% | +19.4% |
| 6M | +5.1% | +80.9% | -75.8% | -11.0% |
| YTD | -8.4% | +147.4% | -155.8% | -30.1% |
| 1Y | +0.7% | +123.2% | -122.5% | -20.7% |
| 3Y | +125.1% | +171.7% | -46.6% | +60.5% |
| All | +48.4% | +597.1% | -548.7% | -37.2% |
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