+81.2%
IBM vs MAR
+121.7%
-40.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.0% | +4.3% | -9.3% | -6.2% |
| 30D | +11.1% | +16.8% | -5.7% | +6.2% |
| 3M | +5.7% | +16.0% | -10.3% | +1.1% |
| 6M | +10.1% | +16.5% | -6.3% | +4.4% |
| YTD | -15.6% | +35.0% | -50.6% | -24.3% |
| 1Y | -19.5% | +49.4% | -68.9% | -30.4% |
| All | +81.2% | +121.7% | -40.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling