-33.1%
MKC vs IAG
+796.9%
-830.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -2.8% | -4.1% | +1.2% | -2.6% |
| 30D | -3.4% | +10.6% | -14.0% | -4.0% |
| 3M | +3.8% | +35.4% | -31.6% | +1.9% |
| 6M | -17.9% | -9.5% | -8.4% | -17.8% |
| YTD | -23.6% | +21.8% | -45.5% | -25.1% |
| 1Y | -23.1% | +84.1% | -107.2% | -26.6% |
| 3Y | -31.5% | +817.4% | -848.9% | -42.8% |
| 5Y | -33.1% | +830.1% | -863.2% | -44.9% |
| All | -33.1% | +796.9% | -830.0% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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