+191.2%
MPC vs IBN
+58.3%
+132.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.4% |
| 7D | +2.6% | +11.1% | -8.5% | +3.3% |
| 30D | -12.2% | +23.9% | -36.0% | -11.3% |
| 3M | +20.1% | +16.3% | +3.8% | +21.1% |
| 6M | +60.6% | +34.2% | +26.4% | +62.0% |
| YTD | +150.6% | +17.6% | +133.0% | +155.8% |
| 1Y | +104.7% | +13.8% | +90.8% | +109.8% |
| All | +191.2% | +58.3% | +132.9% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling