+47.1%
AR vs MTB
+119.8%
-72.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | +14.8% | -4.2% | +19.0% | +16.2% |
| 3M | +6.2% | +8.9% | -2.6% | +3.1% |
| 6M | +4.3% | +10.9% | -6.6% | +0.4% |
| YTD | +14.4% | +21.5% | -7.1% | +5.8% |
| 1Y | +21.3% | +21.9% | -0.6% | +11.8% |
| All | +47.1% | +119.8% | -72.8% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling