+267.3%
MP vs IAG
+434.6%
-167.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.4% |
| 7D | +2.3% | +3.4% | -1.2% | +1.4% |
| 30D | -15.3% | -2.7% | -12.6% | -14.9% |
| 3M | -33.5% | -0.5% | -33.0% | -33.8% |
| 6M | -45.5% | -4.8% | -40.7% | -45.4% |
| YTD | -27.3% | +9.6% | -36.9% | -30.1% |
| 1Y | -40.7% | +32.2% | -72.9% | -45.5% |
| 3Y | +145.9% | +692.5% | -546.7% | +40.0% |
| 5Y | -13.9% | +447.6% | -461.5% | -51.4% |
| All | +267.3% | +434.6% | -167.3% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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