+97.6%
AGG vs MTB
+427.4%
-329.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | +1.1% | -1.2% | -0.1% |
| 30D | -0.2% | -4.6% | +4.4% | -0.3% |
| 3M | -0.7% | +6.3% | -7.0% | -0.6% |
| 6M | -1.8% | +15.6% | -17.4% | -1.4% |
| YTD | -0.6% | +20.6% | -21.1% | -0.1% |
| 1Y | +0.4% | +22.5% | -22.2% | +0.9% |
| 3Y | +13.2% | +114.4% | -101.3% | +15.5% |
| 5Y | -2.0% | +101.9% | -103.9% | +0.3% |
| 10Y | +15.1% | +170.4% | -155.3% | +19.6% |
| All | +97.6% | +427.4% | -329.7% | +114.4% |
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