+254.1%
MP vs ILMN
-40.7%
+294.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.5% | +4.2% |
| 7D | -10.5% | -9.7% | -0.8% | -7.5% |
| 30D | -23.5% | -20.4% | -3.1% | -18.2% |
| 3M | -25.4% | +10.0% | -35.5% | -29.0% |
| 6M | -51.3% | +49.5% | -100.7% | -58.5% |
| YTD | -29.9% | +62.5% | -92.4% | -42.9% |
| 1Y | -31.8% | +76.0% | -107.8% | -46.1% |
| 3Y | +127.0% | +94.2% | +32.8% | +62.5% |
| 5Y | -3.3% | -46.3% | +43.0% | +7.1% |
| All | +254.1% | -40.7% | +294.8% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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