+1,079.5%
MPC vs IAG
+365.5%
+713.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.6% |
| 7D | -16.2% | +21.4% | -37.6% | -17.3% |
| 30D | -15.7% | +4.0% | -19.8% | -16.1% |
| 3M | +24.9% | +17.0% | +7.9% | +23.1% |
| 6M | +52.7% | +1.4% | +51.2% | +51.4% |
| YTD | +131.9% | +13.8% | +118.1% | +126.1% |
| 1Y | +96.6% | +55.8% | +40.8% | +86.7% |
| 3Y | +163.8% | +647.4% | -483.6% | +113.7% |
| 5Y | +533.1% | +519.1% | +14.0% | +398.4% |
| All | +1,079.5% | +365.5% | +713.9% | +809.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling