+679.9%
MPC vs IJR
+39.8%
+640.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.1% |
| 7D | +3.2% | -1.1% | +4.3% | +3.9% |
| 30D | +25.0% | -3.6% | +28.7% | +28.0% |
| 3M | +55.2% | +2.3% | +52.8% | +52.2% |
| 6M | +86.4% | +14.3% | +72.1% | +68.2% |
| YTD | +148.5% | +19.3% | +129.2% | +117.6% |
| 1Y | +121.7% | +22.6% | +99.1% | +89.8% |
| 3Y | +172.9% | +53.5% | +119.3% | +95.4% |
| 5Y | +679.9% | +39.9% | +640.0% | +485.7% |
| All | +679.9% | +39.8% | +640.1% | +485.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling