+1,116.6%
MPC vs ILMN
+32.2%
+1,084.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +5.4% | +1.2% | +4.2% | +5.1% |
| 30D | +31.0% | +9.2% | +21.8% | +28.4% |
| 3M | +46.0% | +29.8% | +16.2% | +38.0% |
| 6M | +77.3% | +69.2% | +8.1% | +58.0% |
| YTD | +141.9% | +66.4% | +75.5% | +114.9% |
| 1Y | +120.9% | +123.4% | -2.5% | +81.9% |
| 3Y | +182.7% | +33.2% | +149.5% | +151.9% |
| 5Y | +646.4% | -52.0% | +698.4% | +742.1% |
| All | +1,116.6% | +32.2% | +1,084.4% | +850.3% |
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