+655.1%
MPC vs IDXX
-26.5%
+681.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +1.8% | -5.7% | +7.5% | +2.6% |
| 30D | +14.0% | -11.5% | +25.5% | +15.9% |
| 3M | +52.2% | -9.5% | +61.8% | +54.0% |
| 6M | +75.8% | -16.0% | +91.7% | +79.2% |
| YTD | +146.3% | -25.4% | +171.7% | +155.8% |
| 1Y | +120.8% | -21.8% | +142.6% | +126.7% |
| 3Y | +172.6% | +7.0% | +165.6% | +157.7% |
| All | +655.1% | -26.5% | +681.7% | +622.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling