+3,312.9%
MPC vs IJR
+392.4%
+2,920.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +11.2% | +2.2% | +9.1% | +8.9% |
| 30D | -14.5% | +3.8% | -18.3% | -18.0% |
| 3M | +16.7% | -5.7% | +22.4% | +23.1% |
| 6M | +67.6% | +4.6% | +62.9% | +57.6% |
| YTD | +157.9% | +18.0% | +140.0% | +111.8% |
| 1Y | +116.7% | +21.8% | +94.9% | +71.6% |
| 3Y | +199.8% | +61.1% | +138.7% | +69.0% |
| 5Y | +604.4% | +27.3% | +577.1% | +400.7% |
| 10Y | +1,171.5% | +154.1% | +1,017.4% | +335.3% |
| All | +3,312.9% | +392.4% | +2,920.6% | +504.3% |
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