+72.4%
IBM vs MTB
+118.5%
-46.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | -1.5% | -4.2% | +2.7% | -0.2% |
| 3M | -16.8% | +7.8% | -24.6% | -18.8% |
| 6M | -9.0% | +14.8% | -23.9% | -13.1% |
| YTD | -20.1% | +20.8% | -40.8% | -24.4% |
| 1Y | -7.0% | +23.1% | -30.1% | -12.7% |
| 3Y | +72.4% | +114.8% | -42.4% | +42.4% |
| All | +72.4% | +118.5% | -46.2% | +42.4% |
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 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