+52.7%
MPC vs IOVA
+101.5%
-48.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.2% |
| 7D | -16.2% | -5.2% | -11.0% | -16.2% |
| 30D | -15.7% | -37.8% | +22.1% | -15.8% |
| 3M | +24.9% | +29.5% | -4.6% | +26.4% |
| 6M | +52.7% | +96.6% | -43.9% | +56.6% |
| All | +52.7% | +101.5% | -48.9% | +56.6% |
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