+2,533.7%
IBM vs MDT
+8,761.6%
-6,228.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -2.5% | +3.5% | -6.1% | -3.5% |
| 30D | +8.4% | +16.2% | -7.8% | +3.9% |
| 3M | +4.5% | +18.9% | -14.4% | -0.6% |
| 6M | +7.9% | +37.3% | -29.4% | -1.2% |
| YTD | -15.2% | +9.7% | -25.0% | -17.8% |
| 1Y | -17.6% | +15.2% | -32.8% | -21.2% |
| 3Y | +82.1% | +61.8% | +20.3% | +57.5% |
| 5Y | +143.3% | -1.4% | +144.7% | +138.2% |
| 10Y | +149.9% | +61.6% | +88.3% | +114.2% |
| All | +2,533.7% | +8,761.6% | -6,228.0% | +826.8% |
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