+319.9%
IP vs MKC
+3,277.5%
-2,957.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.1% | -3.7% |
| 7D | -5.0% | +7.0% | -11.9% | -6.8% |
| 30D | +6.5% | +11.4% | -4.9% | +3.1% |
| 3M | -18.0% | -3.7% | -14.3% | -17.3% |
| 6M | +10.3% | +5.3% | +5.0% | +7.9% |
| YTD | -9.9% | -24.4% | +14.5% | -3.2% |
| 1Y | -1.1% | -19.7% | +18.6% | +4.4% |
| 3Y | +13.0% | -16.3% | +29.3% | +16.3% |
| 5Y | -12.3% | -30.5% | +18.3% | -6.0% |
| 10Y | +26.8% | +31.3% | -4.5% | +11.8% |
| All | +319.9% | +3,277.5% | -2,957.6% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling