+80.4%
IBM vs MDB
-9.9%
+90.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.2% |
| 7D | -5.0% | -11.4% | +6.4% | -3.5% |
| 30D | +11.1% | -13.8% | +24.9% | +13.0% |
| 3M | +5.7% | -15.5% | +21.2% | +7.1% |
| 6M | +10.1% | +17.9% | -7.8% | +7.2% |
| YTD | -15.6% | -25.5% | +9.9% | -15.0% |
| 1Y | -19.5% | -12.1% | -7.5% | -20.2% |
| 3Y | +80.4% | -5.9% | +86.3% | +74.0% |
| All | +80.4% | -9.9% | +90.3% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling