+354.8%
IGV vs MPC
+1,165.8%
-811.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +1.6% |
| 7D | -0.4% | -9.4% | +9.0% | +1.6% |
| 30D | -9.9% | -14.3% | +4.4% | -7.2% |
| 3M | -1.2% | +31.1% | -32.3% | -7.5% |
| 6M | +11.3% | +60.3% | -48.9% | -0.5% |
| YTD | -4.0% | +142.5% | -146.5% | -22.3% |
| 1Y | -7.3% | +104.6% | -111.9% | -22.1% |
| 3Y | +42.8% | +191.7% | -148.9% | +8.5% |
| 5Y | +13.7% | +549.2% | -535.6% | -29.3% |
| 10Y | +354.8% | +1,106.2% | -751.4% | +148.8% |
| All | +354.8% | +1,165.8% | -811.0% | +148.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling