+2,043.2%
IBM vs MDY
+2,662.7%
-619.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.3% | -1.5% | +1.8% | +1.3% |
| 3M | -21.6% | +0.8% | -22.4% | -22.2% |
| 6M | -4.7% | +7.4% | -12.1% | -9.8% |
| YTD | -19.1% | +15.2% | -34.3% | -27.0% |
| 1Y | -2.5% | +16.5% | -19.0% | -12.9% |
| 3Y | +74.2% | +46.8% | +27.4% | +30.7% |
| 5Y | +113.1% | +46.0% | +67.1% | +56.2% |
| 10Y | +133.5% | +172.1% | -38.5% | +7.2% |
| All | +2,043.2% | +2,662.7% | -619.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling