+3,106.3%
MPC vs IJR
+394.4%
+2,712.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -8.8% | +0.1% | -8.9% | -9.0% |
| 30D | -14.4% | +2.6% | -17.0% | -17.0% |
| 3M | +21.9% | -4.3% | +26.2% | +26.8% |
| 6M | +60.1% | +2.7% | +57.4% | +53.5% |
| YTD | +142.3% | +18.5% | +123.9% | +98.2% |
| 1Y | +101.7% | +20.1% | +81.6% | +62.2% |
| 3Y | +184.8% | +61.7% | +123.0% | +60.0% |
| 5Y | +564.6% | +28.5% | +536.1% | +367.5% |
| 10Y | +1,098.3% | +161.6% | +936.8% | +298.2% |
| All | +3,106.3% | +394.4% | +2,712.0% | +465.5% |
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