+2,574.6%
IBM vs MDT
+8,659.9%
-6,085.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | +10.1% | +10.5% | -0.4% | +7.0% |
| 3M | +4.8% | +13.0% | -8.1% | +1.2% |
| 6M | +12.6% | +38.7% | -26.1% | +2.8% |
| YTD | -13.9% | +8.5% | -22.4% | -16.2% |
| 1Y | -18.7% | +10.0% | -28.7% | -21.3% |
| 3Y | +81.9% | +58.6% | +23.3% | +58.2% |
| 5Y | +148.3% | -0.3% | +148.6% | +142.4% |
| 10Y | +143.6% | +61.3% | +82.4% | +109.0% |
| All | +2,574.6% | +8,659.9% | -6,085.3% | +844.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling