+855.4%
MU vs IBM
+81.7%
+773.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.3% |
| 7D | -22.0% | -5.0% | -17.0% | -21.3% |
| 30D | -36.6% | +11.1% | -47.7% | -37.5% |
| 3M | -21.7% | +5.7% | -27.4% | -22.4% |
| 6M | +3.5% | +10.1% | -6.6% | -3.7% |
| YTD | +141.9% | -15.6% | +157.5% | +148.5% |
| 1Y | +189.8% | -19.5% | +209.4% | +205.5% |
| 3Y | +855.4% | +80.4% | +775.0% | +521.9% |
| All | +855.4% | +81.7% | +773.7% | +521.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling