+2,968.0%
MPC vs IBN
+357.2%
+2,610.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -2.8% |
| 7D | -16.2% | +15.1% | -31.3% | -21.0% |
| 30D | -15.7% | +21.6% | -37.4% | -22.3% |
| 3M | +24.9% | +11.2% | +13.7% | +19.0% |
| 6M | +52.7% | +27.8% | +24.9% | +36.9% |
| YTD | +131.9% | +14.7% | +117.2% | +115.0% |
| 1Y | +96.6% | +14.4% | +82.2% | +82.6% |
| 3Y | +163.8% | +52.1% | +111.7% | +111.9% |
| 5Y | +533.1% | +70.7% | +462.4% | +374.5% |
| 10Y | +1,118.6% | +385.5% | +733.1% | +479.7% |
| All | +2,968.0% | +357.2% | +2,610.8% | +1,460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling