+147.5%
IBM vs MDY
+35.5%
+111.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -0.3% | +3.0% | -3.3% | -1.9% |
| 30D | +6.8% | +0.8% | +5.9% | +6.3% |
| 3M | +4.4% | -5.1% | +9.5% | +7.2% |
| 6M | +13.2% | +1.2% | +12.0% | +12.2% |
| YTD | -15.1% | +12.5% | -27.6% | -20.3% |
| 1Y | -20.2% | +13.8% | -33.9% | -25.5% |
| 3Y | +79.3% | +56.4% | +22.9% | +43.7% |
| 5Y | +147.5% | +35.3% | +112.1% | +104.7% |
| All | +147.5% | +35.5% | +111.9% | +104.7% |
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