-16.7%
IBM vs MAR
+47.1%
-63.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +9.2% | +13.8% | -4.6% | +6.8% |
| 3M | +4.9% | +20.3% | -15.3% | +1.5% |
| 6M | +16.8% | +21.3% | -4.6% | +11.0% |
| YTD | -14.3% | +37.2% | -51.5% | -21.5% |
| 1Y | -16.7% | +48.4% | -65.2% | -24.2% |
| All | -16.7% | +47.1% | -63.8% | -24.2% |
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