+144.8%
IBM vs MDT
+60.0%
+84.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.3% | -3.7% | +3.4% | +1.3% |
| 30D | +6.8% | +8.6% | -1.8% | +2.9% |
| 3M | +4.4% | +12.2% | -7.8% | -1.0% |
| 6M | +13.2% | +33.7% | -20.5% | -0.2% |
| YTD | -15.1% | +7.8% | -23.0% | -18.5% |
| 1Y | -20.2% | +8.9% | -29.1% | -23.8% |
| 3Y | +79.3% | +57.6% | +21.7% | +42.0% |
| 5Y | +147.5% | -0.7% | +148.1% | +141.8% |
| All | +144.8% | +60.0% | +84.8% | +91.2% |
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