+157.6%
B vs MTB
+101.8%
+55.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +9.4% | -4.2% | +13.6% | +9.7% |
| 3M | +5.0% | +8.9% | -3.9% | +4.2% |
| 6M | -3.5% | +10.9% | -14.4% | -4.5% |
| YTD | +4.5% | +21.5% | -17.0% | +2.8% |
| 1Y | +67.8% | +21.9% | +45.9% | +65.0% |
| 3Y | +196.7% | +109.2% | +87.4% | +180.2% |
| All | +157.6% | +101.8% | +55.8% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling