+9.5%
IBM vs MPC
+48.4%
-38.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -3.1% |
| 7D | -4.3% | -12.8% | +8.4% | -5.2% |
| 30D | +11.7% | -12.7% | +24.4% | +10.7% |
| 3M | +5.5% | +27.1% | -21.6% | +11.0% |
| 6M | +9.5% | +45.8% | -36.3% | +16.2% |
| All | +9.5% | +48.4% | -38.9% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling