+576.7%
A vs MTB
+809.4%
-232.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -2.0% | +1.9% | +0.7% |
| 30D | +3.3% | +0.1% | +3.1% | +3.2% |
| 3M | +18.5% | -12.1% | +30.7% | +24.6% |
| 6M | +59.3% | +7.3% | +52.0% | +53.8% |
| YTD | +31.0% | +11.5% | +19.5% | +24.2% |
| 1Y | +19.3% | +21.3% | -2.0% | +9.2% |
| 3Y | +66.8% | +104.1% | -37.3% | +20.5% |
| 5Y | +15.5% | +61.8% | -46.3% | -11.5% |
| 10Y | +312.3% | +115.4% | +197.0% | +147.6% |
| All | +576.7% | +809.4% | -232.7% | +63.4% |
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