+37.2%
IONQ vs MPC
+551.6%
-514.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.9% | -6.6% | -9.1% |
| 7D | -16.7% | -12.8% | -3.9% | -12.5% |
| 30D | -38.9% | -12.7% | -26.2% | -36.6% |
| 3M | -33.8% | +27.1% | -60.9% | -41.5% |
| 6M | -44.9% | +45.8% | -90.7% | -54.6% |
| YTD | -41.1% | +134.7% | -175.8% | -61.6% |
| 1Y | -52.3% | +106.0% | -158.4% | -66.9% |
| 3Y | +128.2% | +165.5% | -37.3% | +34.9% |
| 5Y | +37.2% | +540.9% | -503.7% | -57.1% |
| All | +37.2% | +551.6% | -514.4% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling