+170.1%
IBM vs MPC
+2,885.5%
-2,715.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.0% |
| 7D | -4.3% | -12.8% | +8.4% | -1.5% |
| 30D | +11.7% | -12.7% | +24.4% | +14.8% |
| 3M | +5.5% | +27.1% | -21.6% | -0.7% |
| 6M | +9.5% | +45.8% | -36.3% | -0.8% |
| YTD | -14.9% | +134.7% | -149.6% | -31.4% |
| 1Y | -17.4% | +106.0% | -123.4% | -31.4% |
| 3Y | +83.3% | +165.5% | -82.2% | +40.5% |
| 5Y | +142.1% | +540.9% | -398.8% | +46.4% |
| 10Y | +157.2% | +1,133.6% | -976.5% | +23.6% |
| All | +170.1% | +2,885.5% | -2,715.4% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling