+3,132.1%
MPC vs ILMN
+214.1%
+2,918.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.9% | -3.2% | -7.2% |
| 7D | -10.9% | -21.6% | +10.6% | -7.2% |
| 30D | -9.4% | -22.9% | +13.5% | -5.6% |
| 3M | +26.0% | +11.6% | +14.4% | +21.5% |
| 6M | +56.5% | +62.5% | -6.0% | +39.6% |
| YTD | +144.3% | +72.7% | +71.5% | +113.0% |
| 1Y | +117.2% | +93.9% | +23.4% | +84.8% |
| 3Y | +176.3% | +99.2% | +77.1% | +123.2% |
| 5Y | +590.5% | -44.8% | +635.3% | +611.4% |
| 10Y | +1,183.8% | +73.0% | +1,110.9% | +897.9% |
| All | +3,132.1% | +214.1% | +2,918.0% | +2,274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling