+150.1%
IBM vs MPC
+600.5%
-450.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | +11.2% | -9.7% | -0.1% |
| 30D | +9.2% | -14.5% | +23.7% | +11.7% |
| 3M | +4.9% | +16.7% | -11.7% | +1.9% |
| 6M | +16.8% | +67.6% | -50.8% | +6.0% |
| YTD | -14.3% | +157.9% | -172.2% | -28.7% |
| 1Y | -16.7% | +116.7% | -133.4% | -28.4% |
| 3Y | +82.2% | +199.8% | -117.5% | +44.8% |
| All | +150.1% | +600.5% | -450.3% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling