+642.2%
MPC vs IP
-17.2%
+659.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +5.4% | -5.3% | +10.7% | +6.5% |
| 30D | +31.0% | -10.9% | +41.8% | +33.9% |
| 3M | +46.0% | +11.2% | +34.9% | +41.0% |
| 6M | +77.3% | -10.2% | +87.5% | +80.3% |
| YTD | +141.9% | -2.0% | +143.9% | +138.4% |
| 1Y | +120.9% | -19.1% | +140.0% | +130.2% |
| 3Y | +182.7% | +20.9% | +161.8% | +147.7% |
| All | +642.2% | -17.2% | +659.4% | +652.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling