+453.7%
MP vs IDXX
+65.2%
+388.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.7% |
| 7D | +3.0% | -4.6% | +7.6% | +5.1% |
| 30D | +8.3% | -11.3% | +19.7% | +13.8% |
| 3M | -3.8% | -7.3% | +3.5% | -2.0% |
| 6M | -4.9% | -14.5% | +9.6% | +0.4% |
| YTD | +9.6% | -23.1% | +32.7% | +21.0% |
| 1Y | -11.7% | -20.3% | +8.6% | -5.2% |
| 3Y | +158.5% | +11.7% | +146.8% | +120.3% |
| 5Y | +68.9% | -24.4% | +93.3% | +61.0% |
| All | +453.7% | +65.2% | +388.5% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling