+144.0%
MP vs IBB
+89.8%
+54.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.5% |
| 7D | -3.6% | +0.8% | -4.4% | -4.2% |
| 30D | -21.0% | +5.2% | -26.2% | -24.2% |
| 3M | -33.3% | +8.6% | -41.9% | -37.9% |
| 6M | -45.9% | +27.8% | -73.8% | -56.6% |
| YTD | -27.8% | +28.8% | -56.6% | -42.2% |
| 1Y | -43.2% | +36.4% | -79.6% | -56.7% |
| 3Y | +144.0% | +89.3% | +54.7% | +8.5% |
| All | +144.0% | +89.8% | +54.2% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling