+4,407.5%
MU vs IBM
+142.6%
+4,264.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | +12.8% | +1.6% | +11.2% | +12.0% |
| 30D | -14.9% | +9.2% | -24.1% | -18.1% |
| 3M | -18.0% | +4.9% | -23.0% | -20.2% |
| 6M | -3.1% | +16.8% | -19.9% | -18.8% |
| YTD | +172.9% | -14.3% | +187.2% | +169.5% |
| 1Y | +228.8% | -16.7% | +245.6% | +231.6% |
| 3Y | +950.8% | +82.2% | +868.6% | +483.0% |
| 5Y | +931.3% | +149.9% | +781.3% | +342.8% |
| All | +4,407.5% | +142.6% | +4,264.9% | +1,535.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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