+605.4%
MPC vs IOT
+61.2%
+544.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +3.9% | +2.8% | +1.1% | +3.6% |
| 30D | +33.8% | -1.8% | +35.5% | +33.8% |
| 3M | +49.9% | +17.9% | +32.0% | +47.2% |
| 6M | +80.9% | +13.5% | +67.4% | +77.7% |
| YTD | +147.4% | +13.3% | +134.2% | +142.0% |
| 1Y | +123.2% | -3.3% | +126.5% | +120.8% |
| 3Y | +171.7% | +31.3% | +140.4% | +159.0% |
| All | +605.4% | +61.2% | +544.2% | +522.4% |
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