+254.1%
MP vs IAG
+455.0%
-200.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.2% | -2.3% | +3.0% |
| 7D | -10.5% | +21.4% | -31.9% | -15.4% |
| 30D | -23.5% | +4.0% | -27.6% | -24.6% |
| 3M | -25.4% | +17.0% | -42.5% | -29.0% |
| 6M | -51.3% | +1.4% | -52.7% | -52.0% |
| YTD | -29.9% | +13.8% | -43.7% | -33.3% |
| 1Y | -31.8% | +55.8% | -87.7% | -39.7% |
| 3Y | +127.0% | +647.4% | -520.4% | +30.7% |
| 5Y | -3.3% | +519.1% | -522.4% | -47.1% |
| All | +254.1% | +455.0% | -200.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling