+95.3%
AAPL vs MTB
+106.3%
-11.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +4.1% | +1.5% | +2.6% | +3.6% |
| 30D | +4.0% | +2.3% | +1.6% | +3.2% |
| 3M | +16.8% | -12.1% | +28.9% | +21.4% |
| 6M | +19.4% | +9.8% | +9.6% | +15.5% |
| YTD | +31.5% | +12.0% | +19.5% | +26.1% |
| 1Y | +31.0% | +22.0% | +8.9% | +22.0% |
| 3Y | +95.3% | +107.6% | -12.3% | +72.7% |
| All | +95.3% | +106.3% | -11.0% | +72.7% |
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