+136,904.1%
AAPL vs MTB
+7,638.9%
+129,265.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.6% |
| 6M | +19.4% | +9.8% | +9.6% | +15.6% |
| YTD | +31.5% | +12.0% | +19.5% | +26.2% |
| 1Y | +31.0% | +22.0% | +8.9% | +22.2% |
| 3Y | +95.3% | +107.6% | -12.3% | +51.6% |
| 5Y | +143.4% | +61.9% | +81.5% | +99.1% |
| 10Y | +1,330.5% | +116.3% | +1,214.2% | +877.9% |
| All | +136,904.1% | +7,638.9% | +129,265.2% | +28,143.1% |
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