+1,254.4%
AAPL vs MTB
+172.9%
+1,081.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.1% | +3.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +7.1% | -4.6% | +11.7% | +8.4% |
| 3M | +12.1% | +7.4% | +4.7% | +9.8% |
| 6M | +25.4% | +18.7% | +6.8% | +19.4% |
| YTD | +20.5% | +21.1% | -0.6% | +13.9% |
| 1Y | +44.5% | +24.1% | +20.5% | +35.5% |
| 3Y | +85.8% | +115.3% | -29.6% | +48.5% |
| 5Y | +124.8% | +106.0% | +18.7% | +79.2% |
| All | +1,254.4% | +172.9% | +1,081.4% | +1,005.2% |
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