+2,413.6%
IBM vs MDT
+7,952.5%
-5,538.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -0.3% | +3.2% | -3.5% | -1.2% |
| 30D | +0.3% | +9.5% | -9.2% | -2.2% |
| 3M | -21.6% | +16.0% | -37.6% | -24.5% |
| 6M | -4.7% | +0.2% | -4.9% | -4.9% |
| YTD | -19.1% | -0.3% | -18.8% | -19.3% |
| 1Y | -2.5% | +4.7% | -7.2% | -4.2% |
| 3Y | +74.2% | +26.5% | +47.6% | +61.2% |
| 5Y | +113.1% | -18.2% | +131.3% | +119.8% |
| 10Y | +133.5% | +40.0% | +93.5% | +108.1% |
| All | +2,413.6% | +7,952.5% | -5,538.9% | +809.6% |
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 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