+224.0%
IONQ vs MPC
+976.4%
-752.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +16.7% | -8.8% | +25.5% | +20.4% |
| 30D | -12.3% | -14.4% | +2.1% | -8.2% |
| 3M | -17.7% | +21.9% | -39.7% | -25.2% |
| 6M | -28.9% | +60.1% | -89.1% | -42.6% |
| YTD | -22.0% | +142.3% | -164.3% | -48.0% |
| 1Y | -36.8% | +101.7% | -138.5% | -54.4% |
| 3Y | +228.2% | +184.8% | +43.5% | +98.6% |
| 5Y | +91.9% | +564.6% | -472.7% | -20.3% |
| All | +224.0% | +976.4% | -752.4% | +16.8% |
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