+153.3%
MP vs ILMN
+33.7%
+119.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.8% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | +13.8% | +9.2% | +4.6% | +11.0% |
| 3M | -16.7% | +29.8% | -46.5% | -22.9% |
| 6M | -11.5% | +69.2% | -80.7% | -24.5% |
| YTD | +7.9% | +66.4% | -58.4% | -8.5% |
| 1Y | -15.0% | +123.4% | -138.4% | -35.8% |
| All | +153.3% | +33.7% | +119.5% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling