+147.3%
IBM vs MTB
+115.1%
+32.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +1.6% | +1.5% | 0.0% | +1.0% |
| 30D | +9.2% | +2.3% | +6.9% | +8.3% |
| 3M | +4.9% | -12.1% | +17.1% | +9.7% |
| 6M | +16.8% | +9.8% | +7.0% | +13.0% |
| YTD | -14.3% | +12.0% | -26.3% | -17.6% |
| 1Y | -16.7% | +22.0% | -38.8% | -22.3% |
| 3Y | +82.2% | +107.6% | -25.4% | +38.7% |
| 5Y | +149.9% | +61.9% | +88.1% | +99.9% |
| All | +147.3% | +115.1% | +32.1% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling