+237.4%
MP vs ILMN
-42.1%
+279.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.2% | +2.1% | -3.4% |
| 7D | -19.0% | -28.3% | +9.3% | -10.3% |
| 30D | -30.5% | -24.0% | -6.5% | -24.5% |
| 3M | -29.6% | +4.1% | -33.6% | -31.7% |
| 6M | -50.4% | +49.6% | -100.0% | -57.8% |
| YTD | -33.2% | +58.6% | -91.8% | -45.2% |
| 1Y | -38.6% | +69.9% | -108.5% | -50.9% |
| 3Y | +105.5% | +82.9% | +22.6% | +50.4% |
| 5Y | -7.8% | -47.6% | +39.8% | +2.8% |
| All | +237.4% | -42.1% | +279.5% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling