+120.6%
IBM vs MKC
-34.7%
+155.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +3.6% | -4.3% | +7.9% | +4.4% |
| 30D | +1.5% | -3.1% | +4.6% | +2.1% |
| 3M | -12.9% | +6.8% | -19.7% | -13.9% |
| 6M | -3.9% | -18.3% | +14.4% | -0.6% |
| YTD | -17.3% | -23.1% | +5.7% | -13.9% |
| 1Y | -5.0% | -23.7% | +18.7% | -1.0% |
| 3Y | +78.2% | -31.0% | +109.2% | +89.8% |
| 5Y | +120.6% | -33.5% | +154.2% | +136.3% |
| All | +120.6% | -34.7% | +155.3% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling