+1,079.5%
MPC vs IBN
+367.6%
+711.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -3.0% |
| 7D | -16.2% | +15.1% | -31.3% | -21.4% |
| 30D | -15.7% | +21.6% | -37.4% | -23.0% |
| 3M | +24.9% | +11.2% | +13.7% | +18.4% |
| 6M | +52.7% | +27.8% | +24.9% | +35.4% |
| YTD | +131.9% | +14.7% | +117.2% | +113.5% |
| 1Y | +96.6% | +14.4% | +82.2% | +81.3% |
| 3Y | +163.8% | +52.1% | +111.7% | +104.8% |
| 5Y | +533.1% | +70.7% | +462.4% | +351.3% |
| All | +1,079.5% | +367.6% | +711.8% | +456.1% |
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 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