+150.1%
IBM vs MDB
-41.3%
+191.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +1.6% | +6.8% | -5.3% | +1.0% |
| 30D | +9.2% | -6.2% | +15.4% | +9.6% |
| 3M | +4.9% | -29.2% | +34.2% | +7.4% |
| 6M | +16.8% | +10.3% | +6.5% | +15.3% |
| YTD | -14.3% | -20.4% | +6.1% | -14.2% |
| 1Y | -16.7% | -4.8% | -11.9% | -17.5% |
| 3Y | +82.2% | -11.6% | +93.8% | +76.7% |
| All | +150.1% | -41.3% | +191.5% | +137.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling