+445.3%
MP vs IP
+50.0%
+395.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.5% |
| 7D | -2.9% | -5.3% | +2.4% | -0.6% |
| 30D | +13.8% | -10.9% | +24.7% | +19.6% |
| 3M | -16.7% | +11.2% | -27.9% | -21.8% |
| 6M | -11.5% | -10.2% | -1.3% | -9.1% |
| YTD | +7.9% | -2.0% | +9.9% | +4.9% |
| 1Y | -15.0% | -19.1% | +4.1% | -10.2% |
| 3Y | +153.5% | +20.9% | +132.7% | +94.4% |
| 5Y | +58.7% | -17.8% | +76.5% | +49.6% |
| All | +445.3% | +50.0% | +395.3% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling