+200.5%
B vs MTB
+136.2%
+64.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +4.2% |
| 7D | +11.3% | -0.8% | +12.1% | +11.3% |
| 30D | +2.9% | +2.4% | +0.5% | +3.0% |
| 3M | -2.9% | -10.5% | +7.6% | -3.0% |
| 6M | -1.2% | +6.4% | -7.6% | -1.2% |
| YTD | -1.3% | +12.8% | -14.1% | -1.3% |
| 1Y | +30.4% | +23.3% | +7.1% | +30.6% |
| 3Y | +195.3% | +108.2% | +87.0% | +199.4% |
| 5Y | +146.2% | +68.6% | +77.6% | +150.2% |
| 10Y | +200.5% | +125.3% | +75.2% | +331.3% |
| All | +200.5% | +136.2% | +64.3% | +331.3% |
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