+123.2%
MPC vs INSM
-13.6%
+136.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | +3.9% | +2.8% | +1.1% | +3.9% |
| 30D | +33.8% | -4.7% | +38.5% | +33.7% |
| 3M | +49.9% | +32.6% | +17.2% | +49.9% |
| 6M | +80.9% | -10.9% | +91.8% | +81.5% |
| YTD | +147.4% | -28.2% | +175.7% | +150.7% |
| 1Y | +123.2% | -14.9% | +138.1% | +136.7% |
| All | +123.2% | -13.6% | +136.8% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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