+267.3%
MP vs IBN
+280.1%
-12.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +2.3% | +11.1% | -8.8% | -3.3% |
| 30D | -15.3% | +23.9% | -39.1% | -24.7% |
| 3M | -33.5% | +16.3% | -49.8% | -38.9% |
| 6M | -45.5% | +34.2% | -79.7% | -53.9% |
| YTD | -27.3% | +17.6% | -44.8% | -34.0% |
| 1Y | -40.7% | +13.8% | -54.6% | -45.2% |
| 3Y | +145.9% | +57.0% | +88.8% | +77.4% |
| 5Y | -13.9% | +75.3% | -89.2% | -41.9% |
| All | +267.3% | +280.1% | -12.8% | +82.0% |
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