-18.8%
IBM vs MDB
-9.9%
-8.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | -0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | +8.4% | -15.2% | +23.5% | +11.4% |
| 3M | +4.5% | -17.9% | +22.4% | +6.9% |
| 6M | +7.9% | +9.3% | -1.4% | +3.9% |
| YTD | -15.2% | -22.0% | +6.8% | -18.0% |
| All | -18.8% | -9.9% | -8.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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