+149.6%
IBM vs MPC
+1,096.9%
-947.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | -5.0% | -16.2% | +11.2% | -0.9% |
| 30D | +11.1% | -15.7% | +26.8% | +15.5% |
| 3M | +5.7% | +24.9% | -19.2% | -0.7% |
| 6M | +10.1% | +52.7% | -42.5% | -2.4% |
| YTD | -15.6% | +131.9% | -147.5% | -33.4% |
| 1Y | -19.5% | +96.6% | -116.2% | -33.8% |
| 3Y | +80.4% | +163.8% | -83.4% | +34.3% |
| 5Y | +140.0% | +533.1% | -393.1% | +35.5% |
| All | +149.6% | +1,096.9% | -947.3% | +14.3% |
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