+82.1%
IBM vs MPC
+187.3%
-105.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.2% |
| 7D | -2.5% | -9.4% | +6.9% | -1.2% |
| 30D | +8.4% | -14.3% | +22.7% | +10.6% |
| 3M | +4.5% | +31.1% | -26.6% | -0.5% |
| 6M | +7.9% | +60.3% | -52.4% | -1.7% |
| YTD | -15.2% | +142.5% | -157.7% | -29.9% |
| 1Y | -17.6% | +104.6% | -122.2% | -29.2% |
| 3Y | +82.1% | +191.7% | -109.7% | +43.2% |
| All | +82.1% | +187.3% | -105.2% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling