+156.7%
IBM vs MPC
+2,977.1%
-2,820.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +5.4% | -5.7% | -1.5% |
| 30D | +0.3% | +31.0% | -30.7% | -5.8% |
| 3M | -21.6% | +46.0% | -67.6% | -28.5% |
| 6M | -4.7% | +77.3% | -82.0% | -17.4% |
| YTD | -19.1% | +141.9% | -161.0% | -34.9% |
| 1Y | -2.5% | +120.9% | -123.4% | -20.0% |
| 3Y | +74.2% | +182.7% | -108.5% | +32.0% |
| 5Y | +113.1% | +646.4% | -533.3% | +24.7% |
| 10Y | +133.5% | +1,138.7% | -1,005.2% | +12.3% |
| All | +156.7% | +2,977.1% | -2,820.3% | -4.7% |
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