+80.4%
IBM vs MDT
+54.6%
+25.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.1% |
| 7D | -5.0% | +5.4% | -10.4% | -6.3% |
| 30D | +11.1% | +19.1% | -7.9% | +5.9% |
| 3M | +5.7% | +19.5% | -13.7% | +0.5% |
| 6M | +10.1% | +33.5% | -23.3% | +3.2% |
| YTD | -15.6% | +8.7% | -24.3% | -17.5% |
| 1Y | -19.5% | +16.8% | -36.3% | -23.1% |
| 3Y | +80.4% | +53.0% | +27.4% | +64.5% |
| All | +80.4% | +54.6% | +25.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling