+784.0%
MKC vs IBB
+560.8%
+223.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -5.9% | +1.4% | -7.3% | -6.2% |
| 30D | -0.9% | +10.5% | -11.4% | -3.5% |
| 3M | +12.7% | +23.6% | -10.9% | +6.5% |
| 6M | -19.3% | +22.6% | -41.9% | -23.8% |
| YTD | -22.2% | +25.7% | -47.8% | -27.1% |
| 1Y | -23.3% | +51.4% | -74.7% | -31.7% |
| 3Y | -30.0% | +64.4% | -94.4% | -39.4% |
| 5Y | -33.8% | +22.1% | -55.9% | -38.8% |
| 10Y | +24.4% | +132.5% | -108.0% | -4.9% |
| All | +784.0% | +560.8% | +223.2% | +349.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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