+590.5%
MPC vs IP
-10.3%
+600.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.5% | -9.6% | -8.4% |
| 7D | -10.9% | +3.4% | -14.3% | -11.5% |
| 30D | -9.4% | +11.2% | -20.6% | -11.3% |
| 3M | +26.0% | -14.8% | +40.7% | +29.5% |
| 6M | +56.5% | +17.3% | +39.2% | +48.0% |
| YTD | +144.3% | -6.2% | +150.4% | +142.3% |
| 1Y | +117.2% | +2.3% | +114.9% | +109.1% |
| 3Y | +176.3% | +17.7% | +158.6% | +142.5% |
| 5Y | +590.5% | -8.4% | +598.9% | +558.6% |
| All | +590.5% | -10.3% | +600.8% | +558.6% |
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