-32.4%
MKC vs IBN
+25.1%
-57.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -2.8% | -5.5% | +2.7% | -1.8% |
| 30D | -3.4% | -3.4% | 0.0% | -2.8% |
| 3M | +3.8% | +8.7% | -4.9% | +1.8% |
| 6M | -17.9% | +3.7% | -21.6% | -18.6% |
| YTD | -23.6% | -2.4% | -21.2% | -23.5% |
| 1Y | -23.1% | -8.1% | -15.0% | -22.1% |
| All | -32.4% | +25.1% | -57.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling