-9.2%
IGV vs MPC
+105.0%
-114.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +2.4% |
| 7D | -0.4% | -9.4% | +9.0% | -0.2% |
| 30D | -9.9% | -14.3% | +4.4% | -9.7% |
| 3M | -1.2% | +31.1% | -32.3% | -3.9% |
| 6M | +11.3% | +60.3% | -48.9% | +6.8% |
| YTD | -4.0% | +142.5% | -146.5% | -7.1% |
| All | -9.2% | +105.0% | -114.2% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling