+107.2%
MPC vs IRE
-97.2%
+204.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +39.6% | -40.8% | -1.3% |
| 7D | -16.2% | -27.2% | +11.0% | -16.1% |
| 30D | -15.7% | -75.1% | +59.4% | -15.8% |
| 3M | +24.9% | -77.9% | +102.8% | +24.7% |
| 6M | +52.7% | -94.6% | +147.2% | +52.6% |
| YTD | +131.9% | -91.5% | +223.4% | +126.6% |
| 1Y | +96.6% | -97.8% | +194.5% | +93.6% |
| All | +107.2% | -97.2% | +204.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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