+3,754.3%
ALL vs MTB
+3,251.7%
+502.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.6% | -2.0% | -0.6% | -1.7% |
| 30D | +12.7% | +0.1% | +12.6% | +12.6% |
| 3M | +0.4% | -12.1% | +12.5% | +6.5% |
| 6M | +23.8% | +7.3% | +16.5% | +19.3% |
| YTD | +27.8% | +11.5% | +16.3% | +20.4% |
| 1Y | +28.9% | +21.3% | +7.6% | +16.6% |
| 3Y | +113.9% | +104.1% | +9.7% | +46.1% |
| 5Y | +157.4% | +61.8% | +95.5% | +88.2% |
| 10Y | +369.0% | +115.4% | +253.6% | +169.1% |
| All | +3,754.3% | +3,251.7% | +502.7% | +708.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling