+2,536.4%
IBM vs MTB
+7,592.0%
-5,055.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.8% | +0.8% | +5.9% | +6.5% |
| 3M | +4.4% | -12.8% | +17.2% | +8.7% |
| 6M | +13.2% | +6.7% | +6.5% | +10.9% |
| YTD | -15.1% | +11.3% | -26.5% | -17.9% |
| 1Y | -20.2% | +20.2% | -40.3% | -24.5% |
| 3Y | +79.3% | +103.8% | -24.4% | +42.6% |
| 5Y | +147.5% | +60.9% | +86.6% | +105.0% |
| 10Y | +140.2% | +115.0% | +25.2% | +73.4% |
| All | +2,536.4% | +7,592.0% | -5,055.6% | +680.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling