+91.9%
IREN vs MPC
+588.4%
-496.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.8% | +4.1% |
| 7D | +27.5% | +3.9% | +23.6% | +25.6% |
| 30D | +13.8% | +33.8% | -19.9% | +0.4% |
| 3M | -20.7% | +49.9% | -70.6% | -33.6% |
| 6M | +27.9% | +80.9% | -53.1% | -3.8% |
| YTD | +24.3% | +147.4% | -123.2% | -20.2% |
| 1Y | +79.2% | +123.2% | -44.0% | +20.3% |
| 3Y | +904.9% | +171.7% | +733.2% | +484.8% |
| All | +91.9% | +588.4% | -496.5% | -22.1% |
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 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