-30.6%
AR vs MTB
+178.4%
-209.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -14.3% | -1.3% | -12.9% | -13.6% |
| 30D | +1.4% | +0.5% | +0.9% | +0.9% |
| 3M | +3.4% | -12.4% | +15.8% | +11.4% |
| 6M | -2.1% | +1.5% | -3.6% | -4.1% |
| YTD | +4.7% | +10.3% | -5.6% | -3.8% |
| 1Y | +10.6% | +22.2% | -11.6% | -4.9% |
| 3Y | +24.6% | +96.9% | -72.4% | -24.0% |
| 5Y | +71.9% | +64.3% | +7.6% | +12.3% |
| 10Y | +46.4% | +137.8% | -91.5% | -26.3% |
| All | -30.6% | +178.4% | -209.1% | -68.2% |
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 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