+112.0%
IBM vs MAR
+155.0%
-43.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | +0.3% | -1.7% | +2.0% | +0.7% |
| 30D | -1.5% | -6.9% | +5.4% | +0.2% |
| 3M | -16.8% | -15.8% | -0.9% | -13.4% |
| 6M | -9.0% | +1.9% | -11.0% | -10.3% |
| YTD | -20.1% | +6.6% | -26.7% | -22.1% |
| 1Y | -7.0% | +23.7% | -30.7% | -13.0% |
| 3Y | +72.4% | +64.6% | +7.8% | +50.0% |
| 5Y | +112.0% | +156.4% | -44.4% | +62.7% |
| All | +112.0% | +155.0% | -43.0% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling