+141.6%
IBM vs MPC
+1,105.8%
-964.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.5% | -8.8% | +7.3% | +0.6% |
| 30D | +8.4% | -14.4% | +22.8% | +12.2% |
| 3M | +4.2% | +21.9% | -17.8% | -1.5% |
| 6M | +7.9% | +60.1% | -52.2% | -5.5% |
| YTD | -15.2% | +142.3% | -157.5% | -33.8% |
| 1Y | -18.7% | +101.7% | -120.4% | -33.5% |
| 3Y | +79.2% | +184.8% | -105.6% | +30.7% |
| 5Y | +144.7% | +564.6% | -419.9% | +36.4% |
| 10Y | +141.6% | +1,098.3% | -956.7% | +7.9% |
| All | +141.6% | +1,105.8% | -964.2% | +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