+153.3%
MP vs IAG
+746.3%
-593.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.1% |
| 7D | -2.9% | -0.5% | -2.3% | -2.8% |
| 30D | +13.8% | +28.9% | -15.1% | +4.7% |
| 3M | -16.7% | +19.1% | -35.8% | -21.8% |
| 6M | -11.5% | -10.3% | -1.2% | -10.7% |
| YTD | +7.9% | +24.2% | -16.3% | -0.5% |
| 1Y | -15.0% | +116.5% | -131.5% | -31.3% |
| All | +153.3% | +746.3% | -593.0% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling