+120.9%
MPC vs IBN
-4.0%
+124.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.1% |
| 7D | +5.4% | +1.4% | +4.0% | +5.9% |
| 30D | +31.0% | -0.3% | +31.3% | +30.9% |
| 3M | +46.0% | +17.1% | +28.9% | +54.1% |
| 6M | +77.3% | +3.4% | +73.9% | +86.6% |
| YTD | +141.9% | +2.5% | +139.4% | +154.1% |
| 1Y | +120.9% | -4.2% | +125.1% | +132.1% |
| All | +120.9% | -4.0% | +124.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling