+82.1%
IBM vs MTB
+103.9%
-21.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.3% |
| 7D | -2.5% | -0.8% | -1.8% | -2.3% |
| 30D | +8.4% | +2.4% | +5.9% | +7.5% |
| 3M | +4.5% | -10.5% | +15.0% | +8.4% |
| 6M | +7.9% | +6.4% | +1.5% | +5.7% |
| YTD | -15.2% | +12.8% | -28.0% | -18.2% |
| 1Y | -17.6% | +23.3% | -40.9% | -22.5% |
| 3Y | +82.1% | +108.2% | -26.2% | +54.2% |
| All | +82.1% | +103.9% | -21.8% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling