+101.7%
MPC vs INSM
-37.0%
+138.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | 0.0% |
| 7D | -8.8% | +14.4% | -23.3% | -8.4% |
| 30D | -14.4% | +18.8% | -33.2% | -13.7% |
| 3M | +21.9% | -11.3% | +33.3% | +22.7% |
| 6M | +60.1% | +17.9% | +42.2% | +60.9% |
| YTD | +142.3% | -31.3% | +173.7% | +148.7% |
| 1Y | +101.7% | -37.7% | +139.4% | +110.2% |
| All | +101.7% | -37.0% | +138.7% | +110.2% |
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