+50.5%
MP vs IDXX
-25.5%
+75.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.8% |
| 7D | -4.6% | -4.3% | -0.3% | -2.7% |
| 30D | -7.1% | -13.7% | +6.6% | -1.1% |
| 3M | -4.0% | -9.1% | +5.1% | -1.1% |
| 6M | -16.7% | -15.4% | -1.2% | -11.4% |
| YTD | +1.6% | -25.1% | +26.7% | +13.9% |
| 1Y | -17.8% | -20.6% | +2.8% | -11.5% |
| 3Y | +139.6% | +8.7% | +130.8% | +102.7% |
| 5Y | +50.5% | -25.7% | +76.1% | +40.2% |
| All | +50.5% | -25.5% | +75.9% | +40.2% |
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