+122.2%
ALL vs MTB
+101.8%
+20.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.5% |
| 30D | -1.5% | -4.2% | +2.7% | -0.2% |
| 3M | +23.6% | +8.9% | +14.8% | +20.2% |
| 6M | +22.3% | +10.9% | +11.5% | +18.1% |
| YTD | +26.5% | +21.5% | +5.0% | +18.4% |
| 1Y | +27.0% | +21.9% | +5.1% | +18.6% |
| 3Y | +149.6% | +109.2% | +40.3% | +90.6% |
| All | +122.2% | +101.8% | +20.4% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling