-42.9%
IREN vs MPC
+23.3%
-66.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.2% | +21.2% | +20.0% |
| 7D | -9.6% | -16.2% | +6.5% | -11.3% |
| 30D | -44.1% | -15.7% | -28.3% | -44.7% |
| 3M | -42.9% | +24.9% | -67.8% | -28.8% |
| All | -42.9% | +23.3% | -66.2% | -28.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling