+265.9%
IONQ vs MPC
+974.6%
-708.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.8% | +5.4% | -4.6% | -1.2% |
| 30D | -1.0% | +31.0% | -32.0% | -11.2% |
| 3M | -39.8% | +46.0% | -85.8% | -48.4% |
| 6M | +6.4% | +77.3% | -70.9% | -17.2% |
| YTD | -11.9% | +141.9% | -153.8% | -40.3% |
| 1Y | -6.2% | +120.9% | -127.1% | -33.4% |
| 3Y | +125.7% | +182.7% | -57.0% | +39.0% |
| 5Y | +296.0% | +646.4% | -350.4% | +63.7% |
| All | +265.9% | +974.6% | -708.6% | +34.2% |
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