+175.4%
IBM vs MP
+240.8%
-65.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.0% | +3.2% | -2.5% |
| 7D | -4.3% | -19.0% | +14.6% | -3.4% |
| 30D | +11.7% | -30.5% | +42.1% | +13.5% |
| 3M | +5.5% | -29.6% | +35.1% | +7.1% |
| 6M | +9.5% | -50.4% | +59.9% | +12.8% |
| YTD | -14.9% | -33.2% | +18.3% | -13.8% |
| 1Y | -17.4% | -38.6% | +21.2% | -16.2% |
| 3Y | +83.3% | +105.5% | -22.2% | +67.7% |
| 5Y | +142.1% | -7.8% | +149.9% | +128.6% |
| All | +175.4% | +240.8% | -65.4% | +121.4% |
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 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