+1,079.5%
MPC vs IP
+26.3%
+1,053.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.6% |
| 7D | -16.2% | -5.1% | -11.1% | -14.2% |
| 30D | -15.7% | +8.5% | -24.2% | -19.3% |
| 3M | +24.9% | -13.8% | +38.7% | +32.4% |
| 6M | +52.7% | +5.7% | +46.9% | +42.1% |
| YTD | +131.9% | -9.1% | +141.0% | +125.9% |
| 1Y | +96.6% | -0.8% | +97.5% | +81.1% |
| 3Y | +163.8% | +14.8% | +149.0% | +97.7% |
| 5Y | +533.1% | -11.5% | +544.6% | +449.7% |
| All | +1,079.5% | +26.3% | +1,053.2% | +668.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling