-7.0%
IBM vs MDB
+9.1%
-16.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | +0.3% | -18.0% | +18.3% | +4.2% |
| 30D | -1.5% | -10.7% | +9.2% | +0.3% |
| 3M | -16.8% | +1.0% | -17.7% | -17.9% |
| 6M | -9.0% | +31.6% | -40.7% | -14.8% |
| YTD | -20.1% | -15.2% | -4.9% | -22.3% |
| 1Y | -7.0% | +10.1% | -17.1% | -10.5% |
| All | -7.0% | +9.1% | -16.1% | -10.5% |
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