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  • MPC vs IJR✓SelectedUSD · IJRMPC vs IJR performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,101.0%
IJR return
+407.0%
Excess return
+2,694.0%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
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