+147.3%
IBM vs MDT
+62.9%
+84.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.2% |
| 7D | +1.6% | +1.0% | +0.5% | +1.1% |
| 30D | +9.2% | +9.2% | 0.0% | +5.0% |
| 3M | +4.9% | +14.5% | -9.6% | -1.3% |
| 6M | +16.8% | +37.3% | -20.5% | +1.8% |
| YTD | -14.3% | +9.8% | -24.1% | -18.3% |
| 1Y | -16.7% | +10.5% | -27.2% | -20.9% |
| 3Y | +82.2% | +57.4% | +24.8% | +44.5% |
| 5Y | +149.9% | +1.2% | +148.8% | +142.3% |
| All | +147.3% | +62.9% | +84.3% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling