+314.7%
A vs MTB
+115.1%
+199.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | 0.0% | +2.3% | -2.4% | -0.8% |
| 3M | +16.7% | -12.1% | +28.8% | +21.3% |
| 6M | +54.8% | +9.8% | +45.0% | +49.6% |
| YTD | +28.8% | +12.0% | +16.8% | +23.5% |
| 1Y | +19.3% | +22.0% | -2.7% | +11.3% |
| 3Y | +65.5% | +107.6% | -42.1% | +29.4% |
| 5Y | +12.1% | +61.9% | -49.8% | -7.4% |
| All | +314.7% | +115.1% | +199.6% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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