+146.2%
B vs MTB
+67.9%
+78.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +4.0% |
| 7D | +11.3% | -0.8% | +12.1% | +11.4% |
| 30D | +2.9% | +2.4% | +0.5% | +2.8% |
| 3M | -2.9% | -10.5% | +7.6% | -2.1% |
| 6M | -1.2% | +6.4% | -7.6% | -1.9% |
| YTD | -1.3% | +12.8% | -14.1% | -2.5% |
| 1Y | +30.4% | +23.3% | +7.1% | +28.1% |
| 3Y | +195.3% | +108.2% | +87.0% | +177.9% |
| 5Y | +146.2% | +68.6% | +77.6% | +135.0% |
| All | +146.2% | +67.9% | +78.3% | +135.0% |
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