+147.3%
IBM vs MPC
+1,171.2%
-1,023.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | +11.2% | -9.7% | -1.1% |
| 30D | +9.2% | -14.5% | +23.7% | +13.1% |
| 3M | +4.9% | +16.7% | -11.7% | +0.4% |
| 6M | +16.8% | +67.6% | -50.8% | +1.2% |
| YTD | -14.3% | +157.9% | -172.2% | -34.1% |
| 1Y | -16.7% | +116.7% | -133.4% | -33.1% |
| 3Y | +82.2% | +199.8% | -117.5% | +31.3% |
| 5Y | +149.9% | +604.4% | -454.5% | +37.4% |
| All | +147.3% | +1,171.2% | -1,023.9% | +9.0% |
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