-16.1%
IP vs MKC
-33.7%
+17.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.4% |
| 7D | -5.3% | -5.9% | +0.6% | -3.8% |
| 30D | -10.9% | -0.9% | -10.0% | -10.7% |
| 3M | +11.2% | +12.7% | -1.6% | +7.4% |
| 6M | -10.2% | -19.3% | +9.1% | -5.1% |
| YTD | -2.0% | -22.2% | +20.2% | +4.4% |
| 1Y | -19.1% | -23.3% | +4.2% | -13.6% |
| 3Y | +20.9% | -30.0% | +50.8% | +31.7% |
| All | -16.1% | -33.7% | +17.6% | -10.3% |
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