+2,536.4%
IBM vs MKC
+3,031.2%
-494.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.3% | -7.3% | +7.0% | +1.4% |
| 30D | +6.8% | +4.0% | +2.8% | +5.7% |
| 3M | +4.4% | -11.5% | +15.9% | +6.9% |
| 6M | +13.2% | +1.1% | +12.1% | +12.6% |
| YTD | -15.1% | -29.9% | +14.8% | -9.2% |
| 1Y | -20.2% | -27.0% | +6.8% | -15.4% |
| 3Y | +79.3% | -22.3% | +101.6% | +85.7% |
| 5Y | +147.5% | -36.0% | +183.5% | +165.1% |
| 10Y | +140.2% | +24.2% | +116.0% | +122.1% |
| All | +2,536.4% | +3,031.2% | -494.9% | +1,453.1% |
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 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