+193.4%
B vs MTB
+173.2%
+20.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.5% |
| 7D | +2.3% | +2.8% | -0.4% | +2.3% |
| 30D | +1.4% | -4.2% | +5.5% | +1.3% |
| 3M | +12.2% | +7.8% | +4.4% | +12.2% |
| 6M | -2.1% | +14.8% | -16.9% | -2.1% |
| YTD | +2.9% | +20.8% | -17.8% | +3.0% |
| 1Y | +55.3% | +23.1% | +32.2% | +55.5% |
| 3Y | +198.7% | +114.8% | +83.9% | +202.6% |
| 5Y | +153.8% | +103.3% | +50.5% | +160.1% |
| 10Y | +193.4% | +173.0% | +20.4% | +225.7% |
| All | +193.4% | +173.2% | +20.3% | +225.7% |
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 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