-4.6%
IP vs MKC
-25.8%
+21.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.1% |
| 7D | -0.3% | -3.0% | +2.7% | +0.5% |
| 30D | +7.9% | +4.8% | +3.1% | +6.5% |
| 3M | -15.3% | -12.8% | -2.5% | -12.5% |
| 6M | +10.5% | +5.0% | +5.5% | +7.8% |
| YTD | -9.4% | -29.1% | +19.7% | +2.7% |
| 1Y | -4.6% | -26.4% | +21.8% | +7.4% |
| All | -4.6% | -25.8% | +21.2% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling