+4,494.7%
ADSK vs MTB
+8,229.7%
-3,734.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -14.5% | +1.1% | -15.6% | -14.9% |
| 30D | -19.3% | -4.6% | -14.7% | -17.9% |
| 3M | -7.8% | +6.3% | -14.0% | -10.1% |
| 6M | -20.8% | +15.6% | -36.4% | -25.5% |
| YTD | -30.2% | +20.6% | -50.8% | -35.7% |
| 1Y | -36.5% | +22.5% | -59.0% | -41.9% |
| 3Y | -5.7% | +114.4% | -120.2% | -31.9% |
| 5Y | -28.2% | +101.9% | -130.1% | -48.5% |
| 10Y | +209.1% | +170.4% | +38.7% | +80.6% |
| All | +4,494.7% | +8,229.7% | -3,734.9% | +1,054.9% |
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