+16.9%
NU vs MPC
+582.7%
-565.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +4.0% | -8.8% | +12.9% | +5.9% |
| 30D | -25.1% | -14.4% | -10.7% | -22.9% |
| 3M | -12.8% | +21.9% | -34.8% | -17.7% |
| 6M | -12.5% | +60.1% | -72.6% | -23.4% |
| YTD | -27.8% | +142.3% | -170.1% | -45.2% |
| 1Y | -24.6% | +101.7% | -126.3% | -39.3% |
| 3Y | +41.8% | +184.8% | -143.0% | -1.5% |
| All | +16.9% | +582.7% | -565.8% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling