+254.1%
MP vs IBB
+57.5%
+196.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +3.3% |
| 7D | -10.5% | -1.8% | -8.7% | -9.0% |
| 30D | -23.5% | +5.1% | -28.6% | -27.2% |
| 3M | -25.4% | +10.7% | -36.1% | -32.7% |
| 6M | -51.3% | +22.9% | -74.2% | -60.6% |
| YTD | -29.9% | +26.7% | -56.6% | -45.0% |
| 1Y | -31.8% | +35.1% | -67.0% | -49.9% |
| 3Y | +127.0% | +80.2% | +46.8% | +22.9% |
| 5Y | -3.3% | +37.8% | -41.1% | -31.8% |
| All | +254.1% | +57.5% | +196.6% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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