+705.3%
MKC vs IBB
+580.2%
+125.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -7.0% | -1.4% | -5.7% | -6.7% |
| 30D | +4.1% | +6.8% | -2.7% | +2.2% |
| 3M | -10.3% | +9.2% | -19.5% | -12.6% |
| 6M | +1.7% | +28.3% | -26.6% | -5.1% |
| YTD | -29.1% | +29.4% | -58.5% | -34.2% |
| 1Y | -26.0% | +33.2% | -59.2% | -31.9% |
| 3Y | -21.5% | +90.2% | -111.6% | -34.6% |
| 5Y | -35.0% | +44.0% | -79.0% | -42.5% |
| 10Y | +25.6% | +133.1% | -107.5% | -4.1% |
| All | +705.3% | +580.2% | +125.0% | +305.6% |
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