+1,116.6%
MPC vs IBN
+321.6%
+795.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +5.4% | +1.4% | +4.0% | +4.8% |
| 30D | +31.0% | -0.3% | +31.3% | +31.0% |
| 3M | +46.0% | +17.1% | +28.9% | +35.6% |
| 6M | +77.3% | +3.4% | +73.9% | +72.4% |
| YTD | +141.9% | +2.5% | +139.4% | +135.3% |
| 1Y | +120.9% | -4.2% | +125.1% | +121.1% |
| 3Y | +182.7% | +32.4% | +150.3% | +134.8% |
| 5Y | +646.4% | +59.2% | +587.2% | +447.9% |
| All | +1,116.6% | +321.6% | +795.0% | +502.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling