+73.0%
IBM vs MDY
+47.3%
+25.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -1.9% |
| 7D | -0.3% | -2.5% | +2.2% | +1.2% |
| 30D | -1.8% | -5.0% | +3.2% | +1.1% |
| 3M | -13.5% | +0.5% | -13.9% | -14.0% |
| 6M | -5.1% | +8.0% | -13.1% | -9.9% |
| YTD | -19.4% | +12.2% | -31.5% | -25.0% |
| 1Y | -6.5% | +14.0% | -20.5% | -14.0% |
| All | +73.0% | +47.3% | +25.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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