-2.9%
ADSK vs MTB
+114.2%
-117.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -14.9% | -4.8% | -10.1% | -13.6% |
| 3M | +3.3% | +6.0% | -2.6% | +1.2% |
| 6M | -15.7% | +19.6% | -35.3% | -21.1% |
| YTD | -28.2% | +21.5% | -49.7% | -33.6% |
| 1Y | -34.5% | +24.7% | -59.3% | -40.2% |
| 3Y | -2.9% | +108.6% | -111.5% | -27.8% |
| All | -2.9% | +114.2% | -117.1% | -27.8% |
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 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