+591.4%
MPC vs IOT
+69.6%
+521.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.3% |
| 7D | -9.4% | +0.8% | -10.2% | -9.5% |
| 30D | -14.3% | +1.6% | -16.0% | -14.5% |
| 3M | +31.1% | +3.3% | +27.8% | +30.4% |
| 6M | +60.3% | +42.0% | +18.3% | +54.5% |
| YTD | +142.5% | +19.1% | +123.4% | +135.8% |
| 1Y | +104.6% | +8.8% | +95.8% | +100.3% |
| 3Y | +191.7% | +79.2% | +112.5% | +172.1% |
| All | +591.4% | +69.6% | +521.8% | +506.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling