+632.1%
MPC vs IOT
+65.9%
+566.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.7% |
| 7D | +9.4% | +0.6% | +8.9% | +9.4% |
| 30D | -13.4% | +0.1% | -13.6% | -13.5% |
| 3M | +18.9% | +5.0% | +13.8% | +18.1% |
| 6M | +64.9% | +47.0% | +17.9% | +58.5% |
| YTD | +156.8% | +16.6% | +140.2% | +150.1% |
| 1Y | +113.2% | +4.8% | +108.4% | +109.3% |
| 3Y | +201.8% | +72.2% | +129.6% | +182.4% |
| All | +632.1% | +65.9% | +566.2% | +543.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling