+364.8%
ALL vs MTB
+172.8%
+192.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | -5.6% | -4.6% | -1.0% | -3.9% |
| 3M | +17.2% | +6.3% | +11.0% | +14.4% |
| 6M | +23.2% | +15.6% | +7.6% | +16.3% |
| YTD | +23.6% | +20.6% | +3.0% | +14.5% |
| 1Y | +29.2% | +22.5% | +6.6% | +18.8% |
| 3Y | +153.8% | +114.4% | +39.4% | +82.6% |
| 5Y | +116.1% | +101.9% | +14.2% | +54.0% |
| 10Y | +364.8% | +170.4% | +194.4% | +199.8% |
| All | +364.8% | +172.8% | +192.0% | +199.8% |
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