+221.5%
ALLE vs MTB
+136.2%
+85.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +1.8% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | +26.6% | +2.4% | +24.2% | +25.4% |
| 3M | +13.2% | -10.5% | +23.7% | +18.6% |
| 6M | +42.9% | +6.4% | +36.5% | +38.8% |
| YTD | +21.0% | +12.8% | +8.2% | +14.5% |
| 1Y | +15.2% | +23.3% | -8.1% | +4.9% |
| 3Y | +95.6% | +108.2% | -12.7% | +39.1% |
| 5Y | +53.4% | +68.6% | -15.2% | +15.8% |
| 10Y | +221.5% | +125.3% | +96.2% | +105.3% |
| All | +221.5% | +136.2% | +85.3% | +105.3% |
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