+476.0%
A vs MTB
+890.5%
-414.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.9% | +1.7% | -3.7% | -2.7% |
| 30D | +6.9% | -4.2% | +11.1% | +8.7% |
| 3M | +9.2% | +8.9% | +0.4% | +5.2% |
| 6M | +25.7% | +10.9% | +14.8% | +20.0% |
| YTD | +11.5% | +21.5% | -9.9% | +2.2% |
| 1Y | +18.4% | +21.9% | -3.6% | +8.0% |
| 3Y | +26.6% | +109.2% | -82.6% | -9.6% |
| 5Y | -12.8% | +102.0% | -114.8% | -39.4% |
| 10Y | +247.2% | +171.9% | +75.3% | +87.7% |
| All | +476.0% | +890.5% | -414.5% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling