+938.2%
MU vs IBM
+148.7%
+789.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | +12.8% | +1.6% | +11.2% | +12.4% |
| 30D | -14.9% | +9.2% | -24.1% | -16.5% |
| 3M | -18.0% | +4.9% | -23.0% | -19.1% |
| 6M | -3.1% | +16.8% | -19.9% | -13.5% |
| YTD | +172.9% | -14.3% | +187.2% | +176.7% |
| 1Y | +228.8% | -16.7% | +245.6% | +239.1% |
| 3Y | +950.8% | +82.2% | +868.6% | +569.9% |
| All | +938.2% | +148.7% | +789.5% | +446.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling