+1,131.4%
MPC vs IDXX
+360.5%
+771.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.8% | -5.7% | +7.5% | +3.3% |
| 30D | +14.0% | -11.5% | +25.5% | +17.4% |
| 3M | +52.2% | -9.5% | +61.8% | +55.4% |
| 6M | +75.8% | -16.0% | +91.7% | +81.7% |
| YTD | +146.3% | -25.4% | +171.7% | +162.5% |
| 1Y | +120.8% | -21.8% | +142.6% | +130.8% |
| 3Y | +172.6% | +7.0% | +165.6% | +151.0% |
| 5Y | +678.2% | -26.0% | +704.2% | +689.6% |
| All | +1,131.4% | +360.5% | +771.0% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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