+163.8%
MPC vs IOT
+62.4%
+101.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -16.2% | -2.6% | -13.6% | -16.0% |
| 30D | -15.7% | +1.2% | -16.9% | -15.9% |
| 3M | +24.9% | +7.2% | +17.7% | +23.4% |
| 6M | +52.7% | +41.7% | +11.0% | +45.2% |
| YTD | +131.9% | +15.6% | +116.3% | +124.1% |
| 1Y | +96.6% | +7.6% | +89.1% | +91.5% |
| 3Y | +163.8% | +69.8% | +94.0% | +143.5% |
| All | +163.8% | +62.4% | +101.4% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling