-32.5%
MKC vs IBN
+58.3%
-90.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.2% |
| 7D | -1.5% | -3.0% | +1.5% | -1.0% |
| 30D | -3.1% | -1.5% | -1.6% | -2.9% |
| 3M | +5.2% | +7.9% | -2.7% | +3.9% |
| 6M | -12.8% | +8.6% | -21.5% | -14.0% |
| YTD | -23.3% | -0.6% | -22.7% | -23.4% |
| 1Y | -24.1% | -7.3% | -16.8% | -23.5% |
| 3Y | -32.1% | +26.2% | -58.3% | -34.5% |
| All | -32.5% | +58.3% | -90.8% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling