+679.9%
MPC vs IJH
+47.6%
+632.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.2% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | +25.0% | -3.8% | +28.9% | +28.4% |
| 3M | +55.2% | 0.0% | +55.1% | +54.5% |
| 6M | +86.4% | +8.8% | +77.6% | +72.9% |
| YTD | +148.5% | +13.5% | +134.9% | +122.8% |
| 1Y | +121.7% | +15.4% | +106.3% | +95.8% |
| 3Y | +172.9% | +50.9% | +121.9% | +95.0% |
| 5Y | +679.9% | +47.8% | +632.1% | +457.8% |
| All | +679.9% | +47.6% | +632.3% | +457.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling