+338.5%
ALLE vs MTB
+174.5%
+164.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.6% | -1.3% | +0.8% | +0.1% |
| 30D | +25.3% | +0.5% | +24.8% | +25.2% |
| 3M | +10.3% | -12.4% | +22.7% | +16.7% |
| 6M | +38.0% | +1.5% | +36.5% | +36.8% |
| YTD | +17.8% | +10.3% | +7.5% | +12.4% |
| 1Y | +13.6% | +22.2% | -8.6% | +3.7% |
| 3Y | +89.2% | +96.9% | -7.7% | +37.1% |
| 5Y | +51.1% | +64.3% | -13.2% | +14.7% |
| 10Y | +228.1% | +137.8% | +90.3% | +87.4% |
| All | +338.5% | +174.5% | +164.0% | +126.8% |
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 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