+582.3%
MPC vs IOVA
-65.6%
+647.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +2.6% | -7.0% | +9.6% | +2.8% |
| 30D | -12.2% | -44.4% | +32.2% | -10.9% |
| 3M | +20.1% | +24.7% | -4.6% | +18.3% |
| 6M | +60.6% | +118.6% | -58.0% | +54.4% |
| YTD | +150.6% | +196.3% | -45.8% | +135.9% |
| 1Y | +104.7% | +205.3% | -100.6% | +92.1% |
| 3Y | +194.5% | +103.8% | +90.7% | +172.8% |
| 5Y | +582.3% | -65.6% | +647.9% | +567.3% |
| All | +582.3% | -65.6% | +647.9% | +567.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling