+1,106.2%
MPC vs IBN
+368.7%
+737.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.9% |
| 7D | -9.4% | +14.6% | -24.0% | -14.9% |
| 30D | -14.3% | +23.5% | -37.8% | -22.2% |
| 3M | +31.1% | +14.0% | +17.1% | +23.0% |
| 6M | +60.3% | +31.1% | +29.1% | +40.6% |
| YTD | +142.5% | +16.6% | +125.9% | +121.8% |
| 1Y | +104.6% | +14.9% | +89.7% | +88.4% |
| 3Y | +191.7% | +56.9% | +134.8% | +123.3% |
| 5Y | +549.2% | +69.7% | +479.5% | +365.6% |
| 10Y | +1,106.2% | +365.4% | +740.9% | +467.0% |
| All | +1,106.2% | +368.7% | +737.6% | +467.0% |
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