+3,174.0%
MPC vs IDXX
+1,281.5%
+1,892.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +3.1% |
| 7D | +3.9% | -4.6% | +8.4% | +5.3% |
| 30D | +33.8% | -11.3% | +45.1% | +38.4% |
| 3M | +49.9% | -7.3% | +57.2% | +52.3% |
| 6M | +80.9% | -14.5% | +95.4% | +87.3% |
| YTD | +147.4% | -23.1% | +170.5% | +164.1% |
| 1Y | +123.2% | -20.3% | +143.5% | +133.8% |
| 3Y | +171.7% | +11.7% | +160.0% | +144.1% |
| 5Y | +678.6% | -24.4% | +702.9% | +678.5% |
| 10Y | +1,134.0% | +355.5% | +778.5% | +420.5% |
| All | +3,174.0% | +1,281.5% | +1,892.5% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling