+144.3%
AR vs MTB
+102.5%
+41.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -1.8% | +2.8% | -4.6% | -3.1% |
| 30D | +12.6% | -4.2% | +16.8% | +14.7% |
| 3M | +10.0% | +7.8% | +2.2% | +5.8% |
| 6M | +0.6% | +14.8% | -14.2% | -6.7% |
| YTD | +13.4% | +20.8% | -7.4% | +1.8% |
| 1Y | +21.7% | +23.1% | -1.4% | +7.9% |
| 3Y | +45.8% | +114.8% | -69.0% | -7.5% |
| 5Y | +144.3% | +103.3% | +41.0% | +30.7% |
| All | +144.3% | +102.5% | +41.8% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling