+1,174.7%
MPC vs IJR
+165.8%
+1,009.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.5% |
| 7D | +3.2% | -1.1% | +4.3% | +4.4% |
| 30D | +25.0% | -3.6% | +28.7% | +29.7% |
| 3M | +55.2% | +2.3% | +52.8% | +50.6% |
| 6M | +86.4% | +14.3% | +72.1% | +59.0% |
| YTD | +148.5% | +19.3% | +129.2% | +102.4% |
| 1Y | +121.7% | +22.6% | +99.1% | +74.3% |
| 3Y | +172.9% | +53.5% | +119.3% | +60.7% |
| 5Y | +679.9% | +39.9% | +640.0% | +393.2% |
| 10Y | +1,174.7% | +172.1% | +1,002.7% | +268.6% |
| All | +1,174.7% | +165.8% | +1,009.0% | +268.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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