+180.6%
MPC vs IOVA
+44.8%
+135.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +5.4% | +9.7% | -4.3% | +5.1% |
| 30D | +31.0% | +102.5% | -71.6% | +27.1% |
| 3M | +46.0% | +100.7% | -54.7% | +41.5% |
| 6M | +77.3% | +106.3% | -29.0% | +70.6% |
| YTD | +141.9% | +222.0% | -80.1% | +126.3% |
| 1Y | +120.9% | +299.5% | -178.6% | +102.8% |
| All | +180.6% | +44.8% | +135.8% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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