+117.2%
MPC vs IOT
+8.2%
+109.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -8.4% |
| 7D | -10.9% | -0.5% | -10.4% | -10.9% |
| 30D | -9.4% | +1.0% | -10.4% | -9.5% |
| 3M | +26.0% | +10.9% | +15.1% | +24.7% |
| 6M | +56.5% | +39.9% | +16.6% | +51.5% |
| YTD | +144.3% | +20.8% | +123.5% | +134.1% |
| 1Y | +117.2% | +10.6% | +106.7% | +110.5% |
| All | +117.2% | +8.2% | +109.1% | +110.5% |
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