+31.8%
A vs MTB
+118.5%
-86.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | -2.1% | +2.8% | -4.8% | -3.1% |
| 30D | +0.6% | -4.2% | +4.8% | +2.1% |
| 3M | +10.9% | +7.8% | +3.1% | +7.4% |
| 6M | +28.2% | +14.8% | +13.3% | +21.0% |
| YTD | +8.6% | +20.8% | -12.2% | +0.1% |
| 1Y | +15.5% | +23.1% | -7.6% | +5.5% |
| 3Y | +31.8% | +114.8% | -83.0% | -3.0% |
| All | +31.8% | +118.5% | -86.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling