+113.4%
IBM vs MDY
+47.4%
+66.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.3% | +1.0% | -0.7% | -0.2% |
| 30D | -1.5% | -3.1% | +1.6% | +0.1% |
| 3M | -16.8% | +1.8% | -18.6% | -17.7% |
| 6M | -9.0% | +10.8% | -19.8% | -14.1% |
| YTD | -20.1% | +14.4% | -34.5% | -25.6% |
| 1Y | -7.0% | +15.2% | -22.2% | -13.8% |
| 3Y | +72.4% | +51.2% | +21.2% | +39.7% |
| All | +113.4% | +47.4% | +66.0% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling