+101.9%
MPC vs ILMN
+79.5%
+22.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +4.6% |
| 7D | -9.4% | -2.6% | -6.9% | -9.4% |
| 30D | -14.3% | -20.6% | +6.3% | -15.1% |
| 3M | +31.1% | +17.5% | +13.6% | +31.3% |
| 6M | +60.3% | +55.6% | +4.7% | +65.3% |
| YTD | +142.5% | +68.3% | +74.2% | +139.5% |
| All | +101.9% | +79.5% | +22.4% | +92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling