-12.4%
IREN vs MPC
+574.8%
-587.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -2.8% |
| 7D | -2.8% | -9.4% | +6.6% | +1.3% |
| 30D | -39.2% | -14.3% | -24.8% | -35.6% |
| 3M | -48.1% | +31.1% | -79.2% | -54.3% |
| 6M | -65.0% | +60.3% | -125.3% | -72.1% |
| YTD | -43.3% | +142.5% | -185.8% | -63.7% |
| 1Y | -65.7% | +104.6% | -170.3% | -76.2% |
| 3Y | +620.9% | +191.7% | +429.2% | +296.1% |
| All | -12.4% | +574.8% | -587.2% | -64.6% |
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