+116.7%
MPC vs IRE
-97.6%
+214.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.4% | +14.8% | +0.5% |
| 7D | +11.2% | -31.8% | +43.1% | +11.3% |
| 30D | -14.5% | -71.8% | +57.3% | -14.4% |
| 3M | +16.7% | -88.9% | +105.6% | +16.6% |
| 6M | +67.6% | -95.4% | +162.9% | +67.3% |
| YTD | +157.9% | -94.2% | +252.2% | +149.7% |
| 1Y | +116.7% | -97.1% | +213.8% | +112.1% |
| All | +116.7% | -97.6% | +214.2% | +112.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling