+55.4%
IOT vs MKC
-37.5%
+92.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -4.5% | -1.5% | -3.1% | -4.4% |
| 30D | -2.4% | -3.1% | +0.7% | -2.1% |
| 3M | +19.0% | +5.2% | +13.8% | +18.6% |
| 6M | +19.6% | -12.8% | +32.5% | +21.1% |
| YTD | +8.3% | -23.3% | +31.6% | +11.0% |
| 1Y | -0.8% | -24.1% | +23.3% | +1.8% |
| 3Y | +24.4% | -32.1% | +56.5% | +27.0% |
| All | +55.4% | -37.5% | +92.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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