+371.6%
ALL vs MTB
+115.1%
+256.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.1% |
| 7D | +5.0% | +1.5% | +3.5% | +4.4% |
| 30D | +13.3% | +2.3% | +11.0% | +12.3% |
| 3M | +3.2% | -12.1% | +15.3% | +8.2% |
| 6M | +25.3% | +9.8% | +15.5% | +20.6% |
| YTD | +30.5% | +12.0% | +18.5% | +24.1% |
| 1Y | +29.2% | +22.0% | +7.2% | +18.9% |
| 3Y | +119.1% | +107.6% | +11.5% | +59.6% |
| 5Y | +162.6% | +61.9% | +100.8% | +104.6% |
| All | +371.6% | +115.1% | +256.5% | +218.9% |
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 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