+254.1%
MP vs IBN
+270.8%
-16.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.8% | +2.8% |
| 7D | -10.5% | +15.1% | -25.6% | -17.2% |
| 30D | -23.5% | +21.6% | -45.2% | -31.4% |
| 3M | -25.4% | +11.2% | -36.6% | -29.8% |
| 6M | -51.3% | +27.8% | -79.0% | -57.7% |
| YTD | -29.9% | +14.7% | -44.6% | -35.5% |
| 1Y | -31.8% | +14.4% | -46.2% | -37.2% |
| 3Y | +127.0% | +52.1% | +74.9% | +66.7% |
| 5Y | -3.3% | +70.7% | -74.0% | -33.8% |
| All | +254.1% | +270.8% | -16.7% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling