+995.4%
MU vs IBM
+82.6%
+912.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.6% |
| 7D | +2.0% | -1.7% | +3.7% | +2.4% |
| 30D | -18.0% | +10.1% | -28.1% | -19.0% |
| 3M | -6.6% | +4.8% | -11.4% | -7.2% |
| 6M | +2.0% | +12.6% | -10.6% | -5.3% |
| YTD | +184.5% | -13.9% | +198.4% | +191.4% |
| 1Y | +236.9% | -18.7% | +255.6% | +255.8% |
| All | +995.4% | +82.6% | +912.8% | +609.1% |
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