+184.8%
MPC vs IJR
+62.6%
+122.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -8.8% | +0.1% | -8.9% | -8.9% |
| 30D | -14.4% | +2.6% | -17.0% | -15.8% |
| 3M | +21.9% | -4.3% | +26.2% | +24.8% |
| 6M | +60.1% | +2.7% | +57.4% | +56.4% |
| YTD | +142.3% | +18.5% | +123.9% | +114.4% |
| 1Y | +101.7% | +20.1% | +81.6% | +76.5% |
| 3Y | +184.8% | +61.7% | +123.0% | +99.6% |
| All | +184.8% | +62.6% | +122.2% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling