+790.5%
IGV vs MPC
+2,977.1%
-2,186.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | +5.4% | -9.9% | -5.7% |
| 30D | +3.2% | +31.0% | -27.8% | -3.3% |
| 3M | +4.5% | +46.0% | -41.5% | -4.8% |
| 6M | +22.1% | +77.3% | -55.2% | +5.7% |
| YTD | -1.0% | +141.9% | -142.9% | -20.8% |
| 1Y | -2.1% | +120.9% | -123.0% | -20.1% |
| 3Y | +44.6% | +182.7% | -138.1% | +8.8% |
| 5Y | +22.2% | +646.4% | -624.3% | -29.0% |
| 10Y | +364.7% | +1,138.7% | -774.0% | +113.6% |
| All | +790.5% | +2,977.1% | -2,186.6% | +167.0% |
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