+161.8%
IBM vs MP
+450.8%
-289.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -0.3% | -2.9% | +2.6% | -0.2% |
| 30D | +0.3% | +13.8% | -13.5% | -0.4% |
| 3M | -21.6% | -16.7% | -4.9% | -21.1% |
| 6M | -4.7% | -11.5% | +6.8% | -4.5% |
| YTD | -19.1% | +7.9% | -27.0% | -19.9% |
| 1Y | -2.5% | -15.0% | +12.5% | -2.9% |
| 3Y | +74.2% | +153.5% | -79.4% | +58.5% |
| 5Y | +113.1% | +58.7% | +54.5% | +96.1% |
| All | +161.8% | +450.8% | -289.0% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling