+109.8%
MPC vs IRE
-98.0%
+207.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -33.9% | +30.0% | -3.8% |
| 7D | -12.8% | -57.1% | +44.4% | -12.7% |
| 30D | -12.7% | -84.4% | +71.7% | -12.7% |
| 3M | +27.1% | -85.0% | +112.0% | +27.0% |
| 6M | +45.8% | -95.2% | +141.0% | +45.6% |
| YTD | +134.7% | -93.9% | +228.6% | +129.6% |
| 1Y | +106.0% | -98.8% | +204.9% | +102.9% |
| All | +109.8% | -98.0% | +207.8% | +106.9% |
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