+3,005.7%
MPC vs IOVA
-94.5%
+3,100.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -11.0% | +7.1% | -3.7% |
| 7D | -12.8% | -19.0% | +6.3% | -12.4% |
| 30D | -12.7% | -40.3% | +27.5% | -11.9% |
| 3M | +27.1% | +78.3% | -51.3% | +24.5% |
| 6M | +45.8% | +94.5% | -48.7% | +42.2% |
| YTD | +134.7% | +183.5% | -48.8% | +126.0% |
| 1Y | +106.0% | +327.6% | -221.6% | +96.1% |
| 3Y | +165.5% | +83.8% | +81.6% | +152.8% |
| 5Y | +540.9% | -69.0% | +609.9% | +523.6% |
| 10Y | +1,133.6% | +33.4% | +1,100.2% | +1,056.9% |
| All | +3,005.7% | -94.5% | +3,100.2% | +2,660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling