+208.1%
C vs MTB
+95.2%
+112.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | -2.4% | -1.3% | -1.0% | -1.4% |
| 30D | -6.0% | +0.5% | -6.5% | -6.3% |
| 3M | -10.5% | -12.4% | +1.8% | -1.5% |
| 6M | -5.7% | +1.5% | -7.2% | -7.1% |
| YTD | +4.1% | +10.3% | -6.2% | -3.2% |
| 1Y | +20.5% | +22.2% | -1.7% | +4.0% |
| 3Y | +208.1% | +96.9% | +111.2% | +108.1% |
| All | +208.1% | +95.2% | +112.9% | +108.1% |
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