+1,135.3%
MPC vs IAG
+370.6%
+764.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.6% |
| 7D | +2.6% | +3.4% | -0.8% | +2.3% |
| 30D | -12.2% | -2.7% | -9.5% | -12.2% |
| 3M | +20.1% | -0.5% | +20.6% | +19.6% |
| 6M | +60.6% | -4.8% | +65.4% | +59.9% |
| YTD | +150.6% | +9.6% | +141.0% | +144.7% |
| 1Y | +104.7% | +32.2% | +72.5% | +96.6% |
| 3Y | +194.5% | +692.5% | -498.1% | +136.2% |
| 5Y | +582.3% | +447.6% | +134.7% | +439.9% |
| 10Y | +1,135.3% | +403.3% | +731.9% | +832.3% |
| All | +1,135.3% | +370.6% | +764.7% | +832.3% |
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