+120.8%
MPC vs IJH
+14.9%
+105.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +1.8% | -1.9% | +3.7% | +1.9% |
| 30D | +14.0% | -4.6% | +18.6% | +14.3% |
| 3M | +52.2% | -1.2% | +53.4% | +52.2% |
| 6M | +75.8% | +9.4% | +66.4% | +70.9% |
| YTD | +146.3% | +13.3% | +132.9% | +135.3% |
| 1Y | +120.8% | +13.4% | +107.4% | +107.8% |
| All | +120.8% | +14.9% | +105.9% | +107.8% |
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