+38.8%
IGV vs MPC
+203.2%
-164.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.3% | +11.2% | -8.9% | +0.6% |
| 30D | -6.0% | -14.5% | +8.5% | -3.8% |
| 3M | -4.8% | +16.7% | -21.5% | -8.0% |
| 6M | +14.2% | +67.6% | -53.3% | +2.7% |
| YTD | -4.2% | +157.9% | -162.2% | -21.9% |
| 1Y | -5.3% | +116.7% | -121.9% | -19.5% |
| 3Y | +38.8% | +199.8% | -161.0% | +7.7% |
| All | +38.8% | +203.2% | -164.5% | +7.7% |
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