+642.2%
MPC vs INSM
+343.1%
+299.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +5.4% | +6.5% | -1.1% | +5.2% |
| 30D | +31.0% | +27.5% | +3.4% | +29.6% |
| 3M | +46.0% | +20.4% | +25.7% | +44.7% |
| 6M | +77.3% | -15.7% | +93.1% | +77.7% |
| YTD | +141.9% | -27.4% | +169.3% | +143.8% |
| 1Y | +120.9% | -11.4% | +132.3% | +120.6% |
| 3Y | +182.7% | +457.8% | -275.1% | +157.3% |
| All | +642.2% | +343.1% | +299.1% | +572.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling