+3,101.0%
MPC vs IJR
+407.0%
+2,694.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +5.4% | -0.2% | +5.6% | +5.6% |
| 30D | +31.0% | -2.4% | +33.4% | +34.1% |
| 3M | +46.0% | +3.9% | +42.1% | +39.5% |
| 6M | +77.3% | +12.4% | +64.9% | +54.1% |
| YTD | +141.9% | +21.5% | +120.4% | +93.8% |
| 1Y | +120.9% | +24.0% | +96.9% | +72.2% |
| 3Y | +182.7% | +49.7% | +133.0% | +73.4% |
| 5Y | +646.4% | +39.7% | +606.8% | +379.8% |
| 10Y | +1,138.7% | +169.0% | +969.7% | +302.4% |
| All | +3,101.0% | +407.0% | +2,694.0% | +452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling