-16.9%
NU vs MPC
+48.3%
-65.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.2% |
| 7D | +3.6% | -16.2% | +19.8% | -0.3% |
| 30D | -22.8% | -15.7% | -7.1% | -25.4% |
| 3M | -14.8% | +24.9% | -39.7% | -8.5% |
| 6M | -16.9% | +52.7% | -69.6% | +1.8% |
| All | -16.9% | +48.3% | -65.2% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling