-10.9%
MP vs IBN
+73.5%
-84.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +9.5% | +1.9% | +7.6% | +8.3% |
| 30D | -3.0% | +22.1% | -25.1% | -14.0% |
| 3M | -30.4% | +17.1% | -47.5% | -36.7% |
| 6M | -39.2% | +35.5% | -74.7% | -49.8% |
| YTD | -23.3% | +16.8% | -40.1% | -30.8% |
| 1Y | -32.6% | +12.4% | -45.0% | -37.8% |
| 3Y | +159.3% | +58.0% | +101.2% | +68.7% |
| All | -10.9% | +73.5% | -84.3% | -46.5% |
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