-18.7%
IBM vs MAR
+47.8%
-66.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.5% |
| 7D | -1.5% | +2.9% | -4.4% | -2.0% |
| 30D | +8.4% | +17.0% | -8.6% | +5.4% |
| 3M | +4.2% | +23.2% | -19.0% | +0.2% |
| 6M | +7.9% | +21.7% | -13.8% | +2.4% |
| YTD | -15.2% | +38.9% | -54.0% | -23.0% |
| 1Y | -18.7% | +48.7% | -67.4% | -27.0% |
| All | -18.7% | +47.8% | -66.6% | -27.0% |
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