-18.8%
IBM vs MPC
+105.0%
-123.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.3% |
| 7D | -2.5% | -9.4% | +6.9% | -2.3% |
| 30D | +8.4% | -14.3% | +22.7% | +8.7% |
| 3M | +4.5% | +31.1% | -26.6% | +3.4% |
| 6M | +7.9% | +60.3% | -52.4% | +4.0% |
| YTD | -15.2% | +142.5% | -157.7% | -23.7% |
| All | -18.8% | +105.0% | -123.8% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling