-11.5%
IREN vs MPC
+545.1%
-556.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.2% | +21.2% | +20.5% |
| 7D | -9.6% | -16.2% | +6.5% | -2.9% |
| 30D | -44.1% | -15.7% | -28.3% | -40.5% |
| 3M | -42.9% | +24.9% | -67.8% | -48.9% |
| 6M | -64.5% | +52.7% | -117.2% | -71.1% |
| YTD | -42.7% | +131.9% | -174.6% | -62.7% |
| 1Y | -67.7% | +96.6% | -164.3% | -77.2% |
| 3Y | +547.9% | +163.8% | +384.1% | +274.7% |
| All | -11.5% | +545.1% | -556.6% | -63.6% |
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 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