+14.8%
IP vs MKC
-18.6%
+33.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.7% |
| 7D | -5.1% | +2.3% | -7.4% | -5.6% |
| 30D | +8.5% | +8.1% | +0.4% | +6.3% |
| 3M | -13.8% | -6.4% | -7.4% | -12.5% |
| 6M | +5.7% | +1.8% | +3.9% | +4.7% |
| YTD | -9.1% | -26.9% | +17.8% | -1.3% |
| 1Y | -0.8% | -21.7% | +20.9% | +5.9% |
| 3Y | +14.8% | -18.7% | +33.5% | +25.0% |
| All | +14.8% | -18.6% | +33.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling