+154.3%
MP vs IOT
+31.4%
+123.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.8% |
| 7D | -2.9% | -2.3% | -0.5% | -2.6% |
| 30D | +13.8% | +3.8% | +10.0% | +12.9% |
| 3M | -16.7% | +14.2% | -30.9% | -19.2% |
| 6M | -11.5% | +40.1% | -51.6% | -18.5% |
| YTD | +7.9% | +13.4% | -5.5% | +3.3% |
| 1Y | -15.0% | +12.2% | -27.2% | -19.0% |
| All | +154.3% | +31.4% | +123.0% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling