+28.1%
MP vs IOT
+61.4%
-33.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.5% |
| 7D | -2.9% | -2.3% | -0.5% | -2.4% |
| 30D | +13.8% | +3.8% | +10.0% | +12.4% |
| 3M | -16.7% | +14.2% | -30.9% | -20.7% |
| 6M | -11.5% | +40.1% | -51.6% | -21.9% |
| YTD | +7.9% | +13.4% | -5.5% | +0.4% |
| 1Y | -15.0% | +12.2% | -27.2% | -21.6% |
| 3Y | +153.5% | +30.0% | +123.5% | +104.3% |
| All | +28.1% | +61.4% | -33.4% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling