+405.1%
MP vs IDXX
+60.3%
+344.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -7.4% | -5.7% | -1.6% | -5.0% |
| 30D | -6.7% | -11.5% | +4.9% | -1.8% |
| 3M | -11.7% | -9.5% | -2.1% | -8.9% |
| 6M | -18.9% | -16.0% | -2.9% | -13.7% |
| YTD | 0.0% | -25.4% | +25.4% | +11.9% |
| 1Y | -19.9% | -21.8% | +1.9% | -13.3% |
| 3Y | +133.4% | +7.0% | +126.4% | +102.9% |
| 5Y | +48.1% | -26.0% | +74.0% | +42.7% |
| All | +405.1% | +60.3% | +344.8% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling