+540.9%
MPC vs ILMN
-49.5%
+590.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.2% | +4.3% | -3.2% |
| 7D | -12.8% | -28.3% | +15.5% | -10.4% |
| 30D | -12.7% | -24.0% | +11.2% | -11.0% |
| 3M | +27.1% | +4.1% | +23.0% | +25.4% |
| 6M | +45.8% | +49.6% | -3.8% | +38.7% |
| YTD | +134.7% | +58.6% | +76.1% | +120.8% |
| 1Y | +106.0% | +69.9% | +36.2% | +92.2% |
| 3Y | +165.5% | +82.9% | +82.6% | +137.1% |
| 5Y | +540.9% | -47.6% | +588.5% | +501.1% |
| All | +540.9% | -49.5% | +590.4% | +501.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling