+135.8%
IONQ vs MPC
+163.4%
-27.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.9% | -6.6% | -9.3% |
| 7D | -16.7% | -12.8% | -3.9% | -13.3% |
| 30D | -38.9% | -12.7% | -26.2% | -37.1% |
| 3M | -33.8% | +27.1% | -60.9% | -41.1% |
| 6M | -44.9% | +45.8% | -90.7% | -54.1% |
| YTD | -41.1% | +134.7% | -175.8% | -61.5% |
| 1Y | -52.3% | +106.0% | -158.4% | -66.7% |
| All | +135.8% | +163.4% | -27.6% | +33.3% |
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