-47.7%
MP vs IRE
-98.1%
+50.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -14.4% | +17.9% | +5.6% |
| 7D | +9.5% | -31.8% | +41.3% | +14.9% |
| 30D | -3.0% | -71.8% | +68.8% | +11.4% |
| 3M | -30.4% | -88.9% | +58.5% | -10.4% |
| 6M | -39.2% | -95.4% | +56.2% | -18.4% |
| YTD | -23.3% | -94.2% | +71.0% | -5.4% |
| 1Y | -32.6% | -97.1% | +64.5% | -17.8% |
| All | -47.7% | -98.1% | +50.4% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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