+153.7%
ALL vs MTB
+118.5%
+35.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -1.7% | +2.8% | -4.5% | -2.3% |
| 30D | -4.7% | -4.2% | -0.5% | -3.7% |
| 3M | +18.4% | +7.8% | +10.6% | +16.1% |
| 6M | +20.5% | +14.8% | +5.7% | +16.3% |
| YTD | +23.5% | +20.8% | +2.8% | +17.5% |
| 1Y | +29.0% | +23.1% | +5.9% | +21.9% |
| 3Y | +153.7% | +114.8% | +38.9% | +114.1% |
| All | +153.7% | +118.5% | +35.2% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling