+72.4%
IBM vs MKC
-29.9%
+102.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +0.3% | -4.3% | +4.6% | +1.0% |
| 30D | -1.5% | -2.0% | +0.5% | -1.2% |
| 3M | -16.8% | +10.0% | -26.8% | -17.7% |
| 6M | -9.0% | -18.5% | +9.5% | -7.1% |
| YTD | -20.1% | -22.4% | +2.4% | -17.9% |
| 1Y | -7.0% | -23.6% | +16.6% | -4.2% |
| 3Y | +72.4% | -30.4% | +102.8% | +75.1% |
| All | +72.4% | -29.9% | +102.2% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling