+122,851.5%
AAPL vs MTB
+8,294.1%
+114,557.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +3.0% | -4.2% | +7.2% | +4.3% |
| 3M | +2.9% | +8.9% | -6.0% | -0.1% |
| 6M | +22.1% | +10.9% | +11.2% | +17.8% |
| YTD | +18.0% | +21.5% | -3.5% | +10.4% |
| 1Y | +33.9% | +21.9% | +12.0% | +25.0% |
| 3Y | +71.2% | +109.2% | -38.1% | +32.1% |
| 5Y | +112.6% | +102.0% | +10.6% | +61.6% |
| 10Y | +1,198.8% | +171.9% | +1,026.8% | +721.5% |
| All | +122,851.5% | +8,294.1% | +114,557.4% | +24,613.1% |
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