-13.3%
IBM vs MKC
-18.2%
+5.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.5% |
| 7D | +0.4% | +9.6% | -9.2% | 0.0% |
| 30D | +14.8% | +12.0% | +2.7% | +14.1% |
| 3M | +8.9% | -2.0% | +10.9% | +9.0% |
| 6M | +12.4% | +7.2% | +5.2% | +13.2% |
| YTD | -12.4% | -23.7% | +11.4% | -18.0% |
| 1Y | -13.3% | -18.3% | +5.0% | -18.4% |
| All | -13.3% | -18.2% | +5.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling