-43.2%
MP vs IBN
+16.2%
-59.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +1.7% |
| 7D | -3.6% | +15.8% | -19.4% | -9.7% |
| 30D | -21.0% | +25.1% | -46.0% | -29.3% |
| 3M | -33.3% | +16.0% | -49.3% | -37.8% |
| 6M | -45.9% | +32.8% | -78.7% | -53.8% |
| YTD | -27.8% | +18.0% | -45.9% | -37.6% |
| 1Y | -43.2% | +15.9% | -59.1% | -50.4% |
| All | -43.2% | +16.2% | -59.3% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling