+143.6%
IBM vs MPC
+1,145.2%
-1,001.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +0.7% |
| 7D | -1.7% | +2.6% | -4.3% | -2.4% |
| 30D | +10.1% | -12.2% | +22.3% | +13.3% |
| 3M | +4.8% | +20.1% | -15.2% | -0.5% |
| 6M | +12.6% | +60.6% | -48.0% | -1.4% |
| YTD | -13.9% | +150.6% | -164.5% | -33.4% |
| 1Y | -18.7% | +104.7% | -123.4% | -33.7% |
| 3Y | +81.9% | +194.5% | -112.6% | +31.6% |
| 5Y | +148.3% | +582.3% | -434.0% | +37.6% |
| 10Y | +143.6% | +1,135.3% | -991.6% | +7.9% |
| All | +143.6% | +1,145.2% | -1,001.5% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling