+368.4%
ALL vs MTB
+122.1%
+246.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.2% |
| 7D | -0.1% | -0.7% | +0.5% | +0.1% |
| 30D | +13.8% | +1.4% | +12.4% | +13.2% |
| 3M | -2.8% | -11.6% | +8.8% | +1.7% |
| 6M | +23.7% | +5.4% | +18.3% | +20.8% |
| YTD | +27.3% | +11.7% | +15.5% | +21.2% |
| 1Y | +30.5% | +20.5% | +10.0% | +20.7% |
| 3Y | +113.0% | +104.5% | +8.5% | +56.0% |
| 5Y | +157.6% | +65.1% | +92.5% | +99.0% |
| 10Y | +368.4% | +119.5% | +248.9% | +209.8% |
| All | +368.4% | +122.1% | +246.3% | +209.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling