+1,098.3%
MPC vs IAG
+336.8%
+761.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.3% |
| 7D | -8.8% | +16.8% | -25.7% | -9.8% |
| 30D | -14.4% | -1.5% | -12.9% | -14.5% |
| 3M | +21.9% | +0.5% | +21.5% | +21.5% |
| 6M | +60.1% | -1.0% | +61.1% | +59.0% |
| YTD | +142.3% | +12.3% | +130.0% | +136.3% |
| 1Y | +101.7% | +39.2% | +62.5% | +93.0% |
| 3Y | +184.8% | +712.3% | -527.5% | +128.2% |
| 5Y | +564.6% | +484.2% | +80.4% | +423.7% |
| 10Y | +1,098.3% | +382.3% | +716.0% | +813.1% |
| All | +1,098.3% | +336.8% | +761.5% | +813.1% |
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