+115.5%
IBM vs MDB
-28.4%
+143.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | -0.3% | -17.4% | +17.1% | +1.1% |
| 30D | +0.3% | -2.0% | +2.3% | +0.3% |
| 3M | -21.6% | -3.0% | -18.6% | -21.7% |
| 6M | -4.7% | +48.7% | -53.4% | -7.5% |
| YTD | -19.1% | -12.1% | -6.9% | -19.4% |
| 1Y | -2.5% | +14.5% | -17.0% | -4.3% |
| 3Y | +74.2% | -6.1% | +80.3% | +68.3% |
| All | +115.5% | -28.4% | +143.9% | +103.0% |
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 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