+21.6%
AR vs MTB
+22.9%
-1.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.0% |
| 30D | +5.5% | -4.6% | +10.1% | +4.8% |
| 3M | +12.9% | +6.3% | +6.6% | +14.1% |
| 6M | +0.1% | +15.6% | -15.5% | +2.8% |
| YTD | +13.5% | +20.6% | -7.0% | +15.5% |
| 1Y | +21.6% | +22.5% | -1.0% | +16.2% |
| All | +21.6% | +22.9% | -1.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling