-11.7%
MP vs IOT
-4.9%
-6.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +3.0% | +2.8% | +0.2% | +2.7% |
| 30D | +8.3% | -1.8% | +10.1% | +8.4% |
| 3M | -3.8% | +17.9% | -21.7% | -6.1% |
| 6M | -4.9% | +13.5% | -18.5% | -6.3% |
| YTD | +9.6% | +13.3% | -3.7% | +8.6% |
| 1Y | -11.7% | -3.3% | -8.4% | -6.2% |
| All | -11.7% | -4.9% | -6.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling