+45.8%
MPC vs IOVA
+102.6%
-56.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -11.0% | +7.1% | -4.0% |
| 7D | -12.8% | -19.0% | +6.3% | -12.9% |
| 30D | -12.7% | -40.3% | +27.5% | -12.9% |
| 3M | +27.1% | +78.3% | -51.3% | +29.4% |
| 6M | +45.8% | +94.5% | -48.7% | +50.0% |
| All | +45.8% | +102.6% | -56.8% | +50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling