+191.0%
IONQ vs MPC
+160.2%
+30.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.6% | +23.8% |
| 7D | +8.6% | -16.2% | +24.8% | +14.3% |
| 30D | -21.1% | -15.7% | -5.4% | -17.9% |
| 3M | -17.9% | +24.9% | -42.8% | -26.6% |
| 6M | -37.9% | +52.7% | -90.6% | -49.2% |
| YTD | -27.3% | +131.9% | -159.2% | -52.3% |
| 1Y | -43.2% | +96.6% | -139.8% | -59.5% |
| 3Y | +191.0% | +163.8% | +27.2% | +65.0% |
| All | +191.0% | +160.2% | +30.8% | +65.0% |
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 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