+1,120.0%
MPC vs IBB
+132.1%
+987.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +5.4% | +1.4% | +4.0% | +4.7% |
| 30D | +31.0% | +10.5% | +20.5% | +23.8% |
| 3M | +46.0% | +23.6% | +22.4% | +29.3% |
| 6M | +77.3% | +22.6% | +54.7% | +56.0% |
| YTD | +141.9% | +25.7% | +116.2% | +109.2% |
| 1Y | +120.9% | +51.4% | +69.5% | +70.6% |
| 3Y | +182.7% | +64.4% | +118.3% | +103.3% |
| 5Y | +646.4% | +22.1% | +624.3% | +542.7% |
| All | +1,120.0% | +132.1% | +987.9% | +587.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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