-10.9%
MP vs IDXX
+12.2%
-23.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.1% |
| 7D | +9.5% | +4.2% | +5.3% | +7.8% |
| 30D | -3.0% | +33.1% | -36.1% | -14.7% |
| 3M | -30.4% | +24.2% | -54.6% | -37.2% |
| 6M | -39.2% | +33.2% | -72.4% | -47.7% |
| YTD | -23.3% | +4.1% | -27.4% | -26.0% |
| 1Y | -32.6% | +0.4% | -33.0% | -33.8% |
| 3Y | +159.3% | +62.9% | +96.4% | +80.1% |
| All | -10.9% | +12.2% | -23.1% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling