+137.2%
MP vs IDXX
+7.9%
+129.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -5.0% |
| 7D | -4.6% | -4.3% | -0.3% | -3.3% |
| 30D | -7.1% | -13.7% | +6.6% | -3.1% |
| 3M | -4.0% | -9.1% | +5.1% | -2.0% |
| 6M | -16.7% | -15.4% | -1.2% | -13.0% |
| YTD | +1.6% | -25.1% | +26.7% | +10.3% |
| 1Y | -17.8% | -20.6% | +2.8% | -13.0% |
| All | +137.2% | +7.9% | +129.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling