-19.3%
IBM vs MDLN
-2.7%
-16.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +3.8% |
| 7D | +3.6% | -6.2% | +9.8% | +5.0% |
| 30D | +1.5% | +0.7% | +0.8% | +1.2% |
| 3M | -12.9% | -5.4% | -7.5% | -10.7% |
| 6M | -3.9% | -21.6% | +17.7% | +1.4% |
| YTD | -17.3% | -18.9% | +1.6% | -14.1% |
| All | -19.3% | -2.7% | -16.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded MDLN 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling