-19.5%
IBM vs MPC
+102.0%
-121.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | -5.0% | -16.2% | +11.2% | -4.5% |
| 30D | +11.1% | -15.7% | +26.8% | +11.6% |
| 3M | +5.7% | +24.9% | -19.2% | +4.8% |
| 6M | +10.1% | +52.7% | -42.5% | +6.3% |
| YTD | -15.6% | +131.9% | -147.5% | -24.1% |
| 1Y | -19.5% | +96.6% | -116.2% | -24.5% |
| All | -19.5% | +102.0% | -121.5% | -24.5% |
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