+58.1%
MP vs IBN
+61.6%
-3.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | -2.9% | +1.4% | -4.3% | -3.7% |
| 30D | +13.8% | -0.3% | +14.1% | +14.0% |
| 3M | -16.7% | +17.1% | -33.8% | -24.6% |
| 6M | -11.5% | +3.4% | -14.9% | -13.6% |
| YTD | +7.9% | +2.5% | +5.4% | +5.4% |
| 1Y | -15.0% | -4.2% | -10.9% | -14.1% |
| 3Y | +153.5% | +32.4% | +121.1% | +88.0% |
| All | +58.1% | +61.6% | -3.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling