+864.8%
IBM vs MAR
+2,498.9%
-1,634.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | -4.2% | +3.9% | +0.9% |
| 30D | +0.3% | -6.7% | +7.0% | +2.3% |
| 3M | -21.6% | -12.5% | -9.1% | -18.8% |
| 6M | -4.7% | +0.6% | -5.3% | -5.6% |
| YTD | -19.1% | +9.1% | -28.2% | -21.8% |
| 1Y | -2.5% | +26.2% | -28.7% | -10.0% |
| 3Y | +74.2% | +68.2% | +6.0% | +46.1% |
| 5Y | +113.1% | +163.9% | -50.8% | +52.1% |
| 10Y | +133.5% | +420.6% | -287.0% | +27.2% |
| All | +864.8% | +2,498.9% | -1,634.2% | +184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling