+23.7%
IP vs MKC
+21.5%
+2.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | 0.0% | -2.4% | +2.5% | +0.8% |
| 30D | +9.4% | +5.4% | +4.0% | +7.2% |
| 3M | -14.1% | -11.1% | -2.9% | -10.9% |
| 6M | +9.2% | -1.4% | +10.6% | +8.7% |
| YTD | -7.5% | -29.4% | +21.9% | +3.2% |
| 1Y | -2.8% | -24.7% | +21.9% | +6.0% |
| 3Y | +21.2% | -21.8% | +43.1% | +28.1% |
| 5Y | -11.5% | -36.0% | +24.5% | -1.8% |
| 10Y | +23.7% | +24.9% | -1.3% | +10.2% |
| All | +23.7% | +21.5% | +2.2% | +10.2% |
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