-14.8%
IREN vs MPC
+597.2%
-612.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.4% | +2.2% | +4.3% |
| 7D | -4.0% | +2.6% | -6.6% | -4.8% |
| 30D | -40.1% | -12.2% | -27.9% | -37.2% |
| 3M | -47.6% | +20.1% | -67.6% | -52.0% |
| 6M | -62.2% | +60.6% | -122.8% | -69.8% |
| YTD | -44.8% | +150.6% | -195.4% | -65.1% |
| 1Y | -63.7% | +104.7% | -168.3% | -74.6% |
| 3Y | +604.1% | +194.5% | +409.6% | +287.5% |
| All | -14.8% | +597.2% | -612.0% | -66.0% |
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 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