-5.0%
IBM vs MAR
+24.8%
-29.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.3% |
| 7D | +3.6% | -0.5% | +4.0% | +3.6% |
| 30D | +1.5% | -4.7% | +6.2% | +2.1% |
| 3M | -12.9% | -15.6% | +2.7% | -10.8% |
| 6M | -3.9% | +1.2% | -5.1% | -6.4% |
| YTD | -17.3% | +7.5% | -24.8% | -20.0% |
| 1Y | -5.0% | +26.6% | -31.6% | -9.0% |
| All | -5.0% | +24.8% | -29.8% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling