+117.2%
MPC vs IAG
+56.5%
+60.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +10.2% | -18.3% | -7.3% |
| 7D | -10.9% | +1.1% | -12.0% | -10.5% |
| 30D | -9.4% | -5.3% | -4.1% | -9.2% |
| 3M | +26.0% | +18.0% | +7.9% | +27.5% |
| 6M | +56.5% | +7.1% | +49.4% | +58.1% |
| YTD | +144.3% | +5.9% | +138.3% | +142.8% |
| 1Y | +117.2% | +59.4% | +57.8% | +98.4% |
| All | +117.2% | +56.5% | +60.7% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling