+1,134.0%
MPC vs IAG
+371.0%
+763.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.4% |
| 7D | +3.9% | +4.3% | -0.4% | +3.6% |
| 30D | +33.8% | +9.8% | +24.0% | +32.7% |
| 3M | +49.9% | +28.9% | +20.9% | +46.6% |
| 6M | +80.9% | -7.6% | +88.5% | +80.6% |
| YTD | +147.4% | +22.0% | +125.5% | +140.5% |
| 1Y | +123.2% | +99.5% | +23.7% | +107.7% |
| 3Y | +171.7% | +818.3% | -646.5% | +116.3% |
| 5Y | +678.6% | +785.9% | -107.3% | +496.4% |
| 10Y | +1,134.0% | +381.1% | +752.9% | +841.6% |
| All | +1,134.0% | +371.0% | +763.1% | +841.6% |
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