+2,574.6%
IBM vs MKC
+3,067.0%
-492.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -1.7% | -7.0% | +5.3% | -0.1% |
| 30D | +10.1% | +4.1% | +6.0% | +8.9% |
| 3M | +4.8% | -10.3% | +15.1% | +7.0% |
| 6M | +12.6% | +1.7% | +10.9% | +11.9% |
| YTD | -13.9% | -29.1% | +15.2% | -8.1% |
| 1Y | -18.7% | -26.0% | +7.3% | -14.1% |
| 3Y | +81.9% | -21.5% | +103.4% | +87.9% |
| 5Y | +148.3% | -35.0% | +183.4% | +165.1% |
| 10Y | +143.6% | +25.6% | +118.0% | +124.8% |
| All | +2,574.6% | +3,067.0% | -492.4% | +1,471.7% |
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 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