-9.9%
ABNB vs MTB
+61.4%
-71.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | -1.7% | +1.5% | -3.2% | -2.5% |
| 30D | +11.8% | +2.3% | +9.5% | +10.5% |
| 3M | +0.9% | -12.1% | +13.0% | +7.6% |
| 6M | +40.5% | +9.8% | +30.7% | +33.4% |
| YTD | +37.6% | +12.0% | +25.6% | +29.0% |
| 1Y | +54.1% | +22.0% | +32.1% | +38.3% |
| 3Y | +56.8% | +107.6% | -50.8% | +6.5% |
| All | -9.9% | +61.4% | -71.2% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling