+199.8%
MPC vs IAG
+663.0%
-463.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +11.2% | -7.7% | +18.9% | +11.3% |
| 30D | -14.5% | +1.6% | -16.1% | -14.4% |
| 3M | +16.7% | -2.4% | +19.1% | +16.7% |
| 6M | +67.6% | -7.8% | +75.4% | +67.9% |
| YTD | +157.9% | +5.0% | +152.9% | +155.6% |
| 1Y | +116.7% | +25.7% | +91.0% | +112.2% |
| 3Y | +199.8% | +694.5% | -494.7% | +156.0% |
| All | +199.8% | +663.0% | -463.2% | +156.0% |
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