+81.9%
IBM vs MP
+104.2%
-22.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.0% | +3.2% | -2.6% |
| 7D | -4.3% | -19.0% | +14.6% | -3.7% |
| 30D | +11.7% | -30.5% | +42.1% | +12.9% |
| 3M | +5.5% | -29.6% | +35.1% | +6.6% |
| 6M | +9.5% | -50.4% | +59.9% | +11.8% |
| YTD | -14.9% | -33.2% | +18.3% | -13.9% |
| 1Y | -17.4% | -38.6% | +21.2% | -16.3% |
| All | +81.9% | +104.2% | -22.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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