+259.1%
MP vs IBB
+63.0%
+196.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.7% | -7.6% |
| 7D | -12.5% | +2.2% | -14.8% | -14.5% |
| 30D | -23.3% | +6.3% | -29.7% | -28.0% |
| 3M | -24.4% | +16.3% | -40.7% | -35.0% |
| 6M | -45.8% | +30.0% | -75.7% | -58.5% |
| YTD | -28.9% | +31.1% | -60.1% | -46.1% |
| 1Y | -34.6% | +42.0% | -76.6% | -54.2% |
| 3Y | +118.7% | +85.9% | +32.8% | +14.8% |
| 5Y | -3.1% | +38.4% | -41.4% | -32.2% |
| All | +259.1% | +63.0% | +196.1% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling