-16.7%
IBM vs MKC
-25.8%
+9.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | +1.6% | -3.0% | +4.5% | +1.7% |
| 30D | +9.2% | +4.8% | +4.4% | +8.9% |
| 3M | +4.9% | -12.8% | +17.8% | +5.8% |
| 6M | +16.8% | +5.0% | +11.7% | +19.1% |
| YTD | -14.3% | -29.1% | +14.8% | -19.6% |
| 1Y | -16.7% | -26.4% | +9.7% | -21.7% |
| All | -16.7% | -25.8% | +9.1% | -21.7% |
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