+120.9%
MPC vs IJH
+18.2%
+102.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +31.0% | -1.5% | +32.5% | +31.0% |
| 3M | +46.0% | +0.8% | +45.3% | +46.0% |
| 6M | +77.3% | +7.6% | +69.8% | +76.5% |
| YTD | +141.9% | +15.5% | +126.4% | +131.5% |
| 1Y | +120.9% | +16.9% | +104.0% | +108.5% |
| All | +120.9% | +18.2% | +102.7% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling