+113.4%
IBM vs MDT
-20.1%
+133.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -1.5% | +6.0% | -7.5% | -3.1% |
| 3M | -16.8% | +15.5% | -32.3% | -19.5% |
| 6M | -9.0% | +3.4% | -12.4% | -9.6% |
| YTD | -20.1% | -2.2% | -17.9% | -19.7% |
| 1Y | -7.0% | +2.6% | -9.6% | -8.0% |
| 3Y | +72.4% | +27.5% | +44.9% | +59.5% |
| All | +113.4% | -20.1% | +133.5% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling