+910.9%
IBM vs MAR
+3,121.8%
-2,211.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +8.4% | +14.0% | -5.7% | +4.2% |
| 3M | +4.5% | +18.1% | -13.6% | -0.6% |
| 6M | +7.9% | +18.6% | -10.7% | +2.0% |
| YTD | -15.2% | +35.3% | -50.5% | -23.1% |
| 1Y | -17.6% | +44.5% | -62.1% | -26.8% |
| 3Y | +82.1% | +120.7% | -38.7% | +41.2% |
| 5Y | +143.3% | +164.1% | -20.7% | +74.1% |
| 10Y | +149.9% | +515.5% | -365.6% | +29.6% |
| All | +910.9% | +3,121.8% | -2,211.0% | +179.9% |
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