+286.5%
C vs MTB
+173.2%
+113.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +3.2% | +2.8% | +0.4% | +1.2% |
| 30D | +1.3% | -4.2% | +5.5% | +4.5% |
| 3M | +3.1% | +7.8% | -4.7% | -2.5% |
| 6M | +29.6% | +14.8% | +14.8% | +16.9% |
| YTD | +19.0% | +20.8% | -1.8% | +3.6% |
| 1Y | +45.6% | +23.1% | +22.5% | +24.9% |
| 3Y | +269.3% | +114.8% | +154.4% | +108.8% |
| 5Y | +131.6% | +103.3% | +28.3% | +25.8% |
| 10Y | +286.5% | +173.0% | +113.6% | +57.5% |
| All | +286.5% | +173.2% | +113.4% | +57.5% |
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 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