+1,171.8%
MPC vs IJH
+171.8%
+1,000.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | +11.2% | +2.3% | +9.0% | +8.5% |
| 30D | -14.5% | +2.1% | -16.6% | -16.6% |
| 3M | +16.7% | -5.7% | +22.3% | +23.7% |
| 6M | +67.6% | +1.4% | +66.1% | +62.6% |
| YTD | +157.9% | +12.6% | +145.3% | +119.0% |
| 1Y | +116.7% | +16.1% | +100.5% | +77.2% |
| 3Y | +199.8% | +57.8% | +141.9% | +65.7% |
| 5Y | +604.4% | +36.8% | +567.6% | +350.1% |
| All | +1,171.8% | +171.8% | +1,000.0% | +254.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling