+72.4%
IBM vs MDY
+51.1%
+21.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.3% | +1.0% | -0.7% | -0.3% |
| 30D | -1.5% | -3.1% | +1.6% | +0.3% |
| 3M | -16.8% | +1.8% | -18.6% | -17.9% |
| 6M | -9.0% | +10.8% | -19.8% | -15.0% |
| YTD | -20.1% | +14.4% | -34.5% | -26.5% |
| 1Y | -7.0% | +15.2% | -22.2% | -14.9% |
| 3Y | +72.4% | +51.2% | +21.2% | +34.0% |
| All | +72.4% | +51.1% | +21.3% | +34.0% |
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