-15.4%
A vs MTB
+103.4%
-118.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -4.4% | +1.1% | -5.5% | -4.7% |
| 30D | -2.7% | -4.6% | +1.9% | -1.2% |
| 3M | +7.0% | +6.3% | +0.8% | +4.6% |
| 6M | +24.6% | +15.6% | +9.0% | +18.3% |
| YTD | +7.0% | +20.6% | -13.5% | -0.1% |
| 1Y | +15.6% | +22.5% | -7.0% | +7.1% |
| 3Y | +29.9% | +114.4% | -84.5% | -0.5% |
| 5Y | -15.4% | +101.9% | -117.3% | -29.8% |
| All | -15.4% | +103.4% | -118.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling