+167.0%
MPC vs IAG
+573.1%
-406.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | -12.8% | +4.5% | -17.3% | -12.7% |
| 30D | -12.7% | -5.7% | -7.1% | -12.6% |
| 3M | +27.1% | +10.1% | +16.9% | +26.7% |
| 6M | +45.8% | +7.3% | +38.5% | +45.1% |
| YTD | +134.7% | +6.1% | +128.6% | +132.4% |
| 1Y | +106.0% | +46.8% | +59.2% | +100.0% |
| All | +167.0% | +573.1% | -406.1% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling