Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MPC vs IR✓SelectedUSD · IRMPC vs IR performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

MPC vs IR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+880.1%
IR return
+288.5%
Excess return
+591.6%
Maximum drawdown
-79.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIRExcessAlpha
1D+0.3%+1.3%-1.0%-0.4%
7D+5.4%-2.8%+8.3%+6.9%
30D+31.0%-15.1%+46.1%+42.2%
3M+46.0%+6.1%+40.0%+39.1%
6M+77.3%-16.8%+94.1%+88.9%
YTD+141.9%-3.5%+145.4%+136.2%
1Y+120.9%-3.5%+124.4%+114.0%
3Y+182.7%+9.5%+173.2%+142.7%
5Y+646.4%+45.1%+601.4%+415.5%
All+880.1%+288.5%+591.6%+301.3%

Cumulative growth

Daily Returns

Daily percentage return beside IR.

Daily Out/Under-Performance

Portfolio return minus IR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IR 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 IR 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