+54.2%
AR vs MTB
+113.8%
-59.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +3.1% | +0.8% | +2.3% | +2.3% |
| 3M | +3.3% | -12.8% | +16.0% | +11.9% |
| 6M | +6.6% | +6.7% | -0.2% | +1.1% |
| YTD | +12.3% | +11.3% | +1.0% | +2.1% |
| 1Y | +12.3% | +20.2% | -7.8% | -3.0% |
| 3Y | +50.4% | +103.8% | -53.3% | -12.7% |
| 5Y | +101.0% | +60.9% | +40.1% | +29.8% |
| All | +54.2% | +113.8% | -59.6% | -20.0% |
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 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