+237.4%
MP vs IBN
+256.0%
-18.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.1% | -10.1% | -8.1% |
| 7D | -19.0% | +11.7% | -30.6% | -23.9% |
| 30D | -30.5% | +16.1% | -46.6% | -36.1% |
| 3M | -29.6% | +7.0% | -36.6% | -32.4% |
| 6M | -50.4% | +26.1% | -76.5% | -56.7% |
| YTD | -33.2% | +10.1% | -43.3% | -37.3% |
| 1Y | -38.6% | +8.0% | -46.6% | -41.7% |
| 3Y | +105.5% | +46.0% | +59.5% | +54.1% |
| 5Y | -7.8% | +63.9% | -71.7% | -35.5% |
| All | +237.4% | +256.0% | -18.6% | +73.0% |
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