+116.6%
MPC vs IRE
-97.7%
+214.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.7% | 0.0% |
| 7D | -8.8% | -41.9% | +33.1% | -8.8% |
| 30D | -14.4% | -75.1% | +60.7% | -14.4% |
| 3M | +21.9% | -82.4% | +104.3% | +21.9% |
| 6M | +60.1% | -95.5% | +155.7% | +60.2% |
| YTD | +142.3% | -93.1% | +235.4% | +136.9% |
| 1Y | +101.7% | -97.8% | +199.5% | +98.7% |
| All | +116.6% | -97.7% | +214.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling