+534.5%
MPC vs INSM
+241.5%
+293.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -1.4% |
| 7D | -16.2% | +1.6% | -17.8% | -16.2% |
| 30D | -15.7% | +12.5% | -28.2% | -16.0% |
| 3M | +24.9% | -13.7% | +38.6% | +25.4% |
| 6M | +52.7% | -16.5% | +69.2% | +53.0% |
| YTD | +131.9% | -34.3% | +166.1% | +134.2% |
| 1Y | +96.6% | -38.4% | +135.0% | +99.1% |
| 3Y | +163.8% | +379.9% | -216.1% | +143.1% |
| All | +534.5% | +241.5% | +293.0% | +514.0% |
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