+120.9%
MPC vs IOT
+14.9%
+106.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.1% |
| 7D | +5.4% | -2.3% | +7.8% | +5.6% |
| 30D | +31.0% | +3.8% | +27.2% | +30.5% |
| 3M | +46.0% | +14.2% | +31.9% | +44.1% |
| 6M | +77.3% | +40.1% | +37.2% | +71.4% |
| YTD | +141.9% | +13.4% | +128.5% | +135.5% |
| 1Y | +120.9% | +12.2% | +108.8% | +117.6% |
| All | +120.9% | +14.9% | +106.1% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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