+2,413.6%
IBM vs MKC
+3,376.8%
-963.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -0.3% | -5.9% | +5.6% | +1.0% |
| 30D | +0.3% | -0.9% | +1.2% | +0.4% |
| 3M | -21.6% | +12.7% | -34.3% | -23.7% |
| 6M | -4.7% | -19.3% | +14.6% | -0.4% |
| YTD | -19.1% | -22.2% | +3.1% | -15.2% |
| 1Y | -2.5% | -23.3% | +20.8% | +2.3% |
| 3Y | +74.2% | -30.0% | +104.1% | +84.9% |
| 5Y | +113.1% | -33.8% | +146.9% | +127.2% |
| 10Y | +133.5% | +24.4% | +109.1% | +115.7% |
| All | +2,413.6% | +3,376.8% | -963.2% | +1,350.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling