+208.6%
B vs MTB
+122.1%
+86.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.2% | -6.1% |
| 7D | +7.1% | -0.7% | +7.8% | +7.1% |
| 30D | -3.3% | +1.4% | -4.8% | -3.3% |
| 3M | -2.5% | -11.6% | +9.0% | -2.6% |
| 6M | -7.2% | +5.4% | -12.6% | -7.2% |
| YTD | -7.4% | +11.7% | -19.1% | -7.3% |
| 1Y | +16.4% | +20.5% | -4.1% | +16.6% |
| 3Y | +178.7% | +104.5% | +74.2% | +182.1% |
| 5Y | +121.7% | +65.1% | +56.6% | +124.9% |
| 10Y | +208.6% | +119.5% | +89.1% | +314.5% |
| All | +208.6% | +122.1% | +86.5% | +314.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling