+264.6%
MP vs IBN
+281.7%
-17.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.7% | -4.1% |
| 7D | -3.6% | +15.8% | -19.4% | -11.0% |
| 30D | -21.0% | +25.1% | -46.0% | -30.2% |
| 3M | -33.3% | +16.0% | -49.3% | -38.6% |
| 6M | -45.9% | +32.8% | -78.7% | -54.0% |
| YTD | -27.8% | +18.0% | -45.9% | -34.6% |
| 1Y | -43.2% | +15.9% | -59.1% | -48.0% |
| 3Y | +144.0% | +57.6% | +86.4% | +75.7% |
| 5Y | -6.1% | +74.7% | -80.8% | -36.6% |
| All | +264.6% | +281.7% | -17.1% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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