+134.5%
IBM vs MKC
+29.3%
+105.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.6% |
| 30D | -1.8% | -3.4% | +1.5% | -0.9% |
| 3M | -13.5% | +3.8% | -17.2% | -14.4% |
| 6M | -5.1% | -17.9% | +12.8% | +0.3% |
| YTD | -19.4% | -23.6% | +4.2% | -13.5% |
| 1Y | -6.5% | -23.1% | +16.6% | -0.3% |
| 3Y | +73.8% | -31.5% | +105.3% | +90.7% |
| 5Y | +116.3% | -33.1% | +149.4% | +134.4% |
| All | +134.5% | +29.3% | +105.2% | +98.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling