+3,106.3%
MPC vs INSM
+908.4%
+2,198.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | -8.8% | +14.4% | -23.3% | -10.0% |
| 30D | -14.4% | +18.8% | -33.2% | -15.9% |
| 3M | +21.9% | -11.3% | +33.3% | +22.8% |
| 6M | +60.1% | +17.9% | +42.2% | +55.8% |
| YTD | +142.3% | -31.3% | +173.7% | +146.4% |
| 1Y | +101.7% | -37.7% | +139.4% | +106.8% |
| 3Y | +184.8% | +403.1% | -218.3% | +123.8% |
| 5Y | +564.6% | +279.3% | +285.3% | +424.9% |
| 10Y | +1,098.3% | +740.9% | +357.4% | +701.9% |
| All | +3,106.3% | +908.4% | +2,198.0% | +1,715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling