+556.5%
MKC vs IAG
+368.9%
+187.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -4.3% | +4.3% | -8.6% | -4.5% |
| 30D | -2.0% | +9.8% | -11.8% | -2.4% |
| 3M | +10.0% | +28.9% | -18.9% | +8.6% |
| 6M | -18.5% | -7.6% | -10.9% | -18.6% |
| YTD | -22.4% | +22.0% | -44.4% | -23.6% |
| 1Y | -23.6% | +99.5% | -123.1% | -26.5% |
| 3Y | -30.4% | +818.3% | -848.7% | -38.3% |
| 5Y | -34.2% | +785.9% | -820.1% | -42.4% |
| 10Y | +26.8% | +381.1% | -354.3% | +10.5% |
| All | +556.5% | +368.9% | +187.6% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling