+119.6%
MPC vs IJR
+21.3%
+98.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.5% |
| 30D | +17.0% | -4.7% | +21.7% | +17.7% |
| 3M | +49.5% | +2.1% | +47.3% | +48.4% |
| 6M | +83.5% | +13.9% | +69.7% | +75.1% |
| YTD | +144.1% | +18.2% | +125.9% | +130.2% |
| 1Y | +119.6% | +21.8% | +97.8% | +104.0% |
| All | +119.6% | +21.3% | +98.3% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling