+1,362.4%
MU vs IBM
+74.2%
+1,288.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -0.3% | +9.3% | +9.0% |
| 30D | +13.8% | +0.3% | +13.5% | +13.7% |
| 3M | +2.1% | -21.6% | +23.7% | +6.6% |
| 6M | +153.8% | -4.7% | +158.5% | +145.6% |
| YTD | +256.4% | -19.1% | +275.5% | +268.0% |
| 1Y | +719.8% | -2.5% | +722.3% | +670.2% |
| All | +1,362.4% | +74.2% | +1,288.3% | +1,016.4% |
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