+202.9%
B vs MTB
+116.9%
+86.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +9.4% | -4.2% | +13.6% | +9.9% |
| 3M | +5.0% | +8.9% | -3.9% | +3.6% |
| 6M | -3.5% | +10.9% | -14.4% | -5.2% |
| YTD | +4.5% | +21.5% | -17.0% | +1.5% |
| 1Y | +67.8% | +21.9% | +45.9% | +62.8% |
| All | +202.9% | +116.9% | +86.0% | +156.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling