+116.2%
MPC vs IRE
-84.4%
+200.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | +0.3% |
| 7D | +5.4% | +54.8% | -49.3% | +5.4% |
| 30D | +31.0% | +18.4% | +12.6% | +30.9% |
| 3M | +46.0% | -66.7% | +112.8% | +45.8% |
| 6M | +77.3% | -52.3% | +129.6% | +75.7% |
| YTD | +141.9% | -52.3% | +194.2% | +136.6% |
| All | +116.2% | -84.4% | +200.7% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling