+1,098.3%
MPC vs ILMN
+64.4%
+1,033.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.4% |
| 7D | -8.8% | -9.8% | +0.9% | -7.0% |
| 30D | -14.4% | -22.7% | +8.4% | -10.8% |
| 3M | +21.9% | +12.1% | +9.9% | +17.2% |
| 6M | +60.1% | +51.5% | +8.7% | +44.3% |
| YTD | +142.3% | +63.9% | +78.5% | +112.5% |
| 1Y | +101.7% | +76.6% | +25.1% | +73.8% |
| 3Y | +184.8% | +124.6% | +60.2% | +119.8% |
| 5Y | +564.6% | -42.7% | +607.3% | +601.6% |
| 10Y | +1,098.3% | +59.7% | +1,038.7% | +911.1% |
| All | +1,098.3% | +64.4% | +1,033.9% | +911.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling