+1.5%
ABNB vs MTB
+101.1%
-99.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -9.5% | -0.4% | -9.1% | -9.3% |
| 30D | -9.4% | -4.6% | -4.8% | -7.3% |
| 3M | +29.9% | +7.4% | +22.4% | +25.2% |
| 6M | +26.6% | +18.7% | +7.9% | +16.0% |
| YTD | +23.5% | +21.1% | +2.5% | +11.8% |
| 1Y | +35.8% | +24.1% | +11.8% | +21.3% |
| 3Y | +15.0% | +115.3% | -100.4% | -21.9% |
| 5Y | +1.5% | +106.0% | -104.5% | -26.6% |
| All | +1.5% | +101.1% | -99.6% | -26.6% |
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