+159.3%
MP vs IBN
+57.3%
+101.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +9.5% | +1.9% | +7.6% | +9.0% |
| 30D | -3.0% | +22.1% | -25.1% | -8.0% |
| 3M | -30.4% | +17.1% | -47.5% | -33.2% |
| 6M | -39.2% | +35.5% | -74.7% | -44.1% |
| YTD | -23.3% | +16.8% | -40.1% | -27.4% |
| 1Y | -32.6% | +12.4% | -45.0% | -35.8% |
| 3Y | +159.3% | +58.0% | +101.2% | +107.1% |
| All | +159.3% | +57.3% | +101.9% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling