-16.8%
MP vs IOT
+64.6%
-81.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | -10.5% | -2.6% | -7.9% | -10.0% |
| 30D | -23.5% | +1.2% | -24.7% | -23.9% |
| 3M | -25.4% | +7.2% | -32.7% | -27.4% |
| 6M | -51.3% | +41.7% | -93.0% | -56.7% |
| YTD | -29.9% | +15.6% | -45.5% | -35.5% |
| 1Y | -31.8% | +7.6% | -39.4% | -36.0% |
| 3Y | +127.0% | +69.8% | +57.2% | +67.8% |
| All | -16.8% | +64.6% | -81.4% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling