+41.7%
IGV vs MPC
+160.2%
-118.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -5.2% | -16.2% | +11.0% | -2.6% |
| 30D | -10.0% | -15.7% | +5.7% | -7.8% |
| 3M | -0.5% | +24.9% | -25.4% | -5.4% |
| 6M | +12.6% | +52.7% | -40.0% | +2.8% |
| YTD | -6.4% | +131.9% | -138.3% | -22.2% |
| 1Y | -9.5% | +96.6% | -106.2% | -21.9% |
| 3Y | +41.7% | +163.8% | -122.1% | +12.7% |
| All | +41.7% | +160.2% | -118.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling