+163.8%
MPC vs ILMN
+88.1%
+75.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -16.2% | -9.7% | -6.5% | -15.5% |
| 30D | -15.7% | -20.4% | +4.7% | -14.6% |
| 3M | +24.9% | +10.0% | +14.9% | +22.5% |
| 6M | +52.7% | +49.5% | +3.2% | +45.4% |
| YTD | +131.9% | +62.5% | +69.4% | +117.7% |
| 1Y | +96.6% | +76.0% | +20.7% | +82.7% |
| 3Y | +163.8% | +94.2% | +69.6% | +126.3% |
| All | +163.8% | +88.1% | +75.7% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling