-27.6%
AR vs MTB
+182.1%
-209.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.5% |
| 7D | -5.8% | -0.7% | -5.1% | -5.4% |
| 30D | +4.8% | +1.4% | +3.4% | +3.7% |
| 3M | +1.5% | -11.6% | +13.1% | +8.8% |
| 6M | +4.7% | +5.4% | -0.7% | +0.3% |
| YTD | +9.2% | +11.7% | -2.5% | -0.4% |
| 1Y | +11.2% | +20.5% | -9.4% | -3.5% |
| 3Y | +46.2% | +104.5% | -58.3% | -12.8% |
| 5Y | +98.1% | +65.1% | +33.0% | +29.2% |
| 10Y | +54.5% | +119.5% | -65.0% | -19.8% |
| All | -27.6% | +182.1% | -209.7% | -67.1% |
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