+540.9%
MPC vs IP
-12.5%
+553.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | 0.0% | -3.2% |
| 7D | -12.8% | -5.0% | -7.8% | -12.0% |
| 30D | -12.7% | +6.5% | -19.3% | -13.9% |
| 3M | +27.1% | -18.0% | +45.1% | +31.6% |
| 6M | +45.8% | +10.3% | +35.5% | +39.7% |
| YTD | +134.7% | -9.9% | +144.6% | +134.6% |
| 1Y | +106.0% | -1.1% | +107.1% | +99.4% |
| 3Y | +165.5% | +13.0% | +152.5% | +134.9% |
| 5Y | +540.9% | -12.3% | +553.2% | +516.4% |
| All | +540.9% | -12.5% | +553.4% | +516.4% |
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 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