+2,170.5%
IBM vs MDY
+2,594.0%
-423.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | +2.3% | -0.7% | 0.0% |
| 30D | +9.2% | +2.0% | +7.2% | +7.6% |
| 3M | +4.9% | -5.6% | +10.6% | +9.2% |
| 6M | +16.8% | +1.3% | +15.5% | +15.3% |
| YTD | -14.3% | +12.3% | -26.6% | -21.3% |
| 1Y | -16.7% | +15.8% | -32.5% | -25.2% |
| 3Y | +82.2% | +56.5% | +25.7% | +30.8% |
| 5Y | +149.9% | +35.1% | +114.8% | +93.7% |
| 10Y | +142.6% | +167.4% | -24.8% | +12.7% |
| All | +2,170.5% | +2,594.0% | -423.5% | +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 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