+803.7%
B vs MTB
+8,294.1%
-7,490.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 6M | -3.5% | +10.9% | -14.4% | -4.2% |
| YTD | +4.5% | +21.5% | -17.0% | +3.2% |
| 1Y | +67.8% | +21.9% | +45.9% | +65.7% |
| 3Y | +196.7% | +109.2% | +87.4% | +183.3% |
| 5Y | +151.9% | +102.0% | +50.0% | +139.7% |
| 10Y | +202.2% | +171.9% | +30.2% | +174.0% |
| All | +803.7% | +8,294.1% | -7,490.3% | +748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling