+15.9%
IP vs MKC
+24.3%
-8.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.7% |
| 7D | -0.9% | -7.3% | +6.4% | +1.6% |
| 30D | +6.7% | +4.0% | +2.7% | +5.1% |
| 3M | -16.6% | -11.5% | -5.1% | -13.3% |
| 6M | +6.0% | +1.1% | +4.9% | +4.6% |
| YTD | -10.7% | -29.9% | +19.2% | -0.1% |
| 1Y | -6.7% | -27.0% | +20.3% | +2.9% |
| 3Y | +17.1% | -22.3% | +39.5% | +24.1% |
| 5Y | -14.6% | -36.0% | +21.5% | -5.2% |
| All | +15.9% | +24.3% | -8.4% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling