+180.6%
MPC vs IAG
+746.3%
-565.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +5.4% | -0.5% | +6.0% | +5.4% |
| 30D | +31.0% | +28.9% | +2.1% | +30.2% |
| 3M | +46.0% | +19.1% | +26.9% | +45.5% |
| 6M | +77.3% | -10.3% | +87.6% | +78.9% |
| YTD | +141.9% | +24.2% | +117.7% | +139.1% |
| 1Y | +120.9% | +116.5% | +4.4% | +111.5% |
| All | +180.6% | +746.3% | -565.6% | +143.8% |
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