+171.7%
MPC vs IJH
+52.3%
+119.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.7% |
| 7D | +3.9% | +1.0% | +2.8% | +3.2% |
| 30D | +33.8% | -3.1% | +36.9% | +36.4% |
| 3M | +49.9% | +1.9% | +47.9% | +47.4% |
| 6M | +80.9% | +11.0% | +69.9% | +65.8% |
| YTD | +147.4% | +14.7% | +132.7% | +120.7% |
| 1Y | +123.2% | +15.6% | +107.6% | +97.4% |
| 3Y | +171.7% | +52.5% | +119.2% | +94.2% |
| All | +171.7% | +52.3% | +119.4% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling