+1,163.5%
C vs MTB
+8,294.1%
-7,130.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.6% | +1.7% | +1.9% | +2.2% |
| 30D | +0.1% | -4.2% | +4.2% | +3.7% |
| 3M | +2.4% | +8.9% | -6.4% | -4.9% |
| 6M | +24.9% | +10.9% | +14.1% | +14.2% |
| YTD | +19.8% | +21.5% | -1.7% | +1.5% |
| 1Y | +44.9% | +21.9% | +22.9% | +22.1% |
| 3Y | +263.0% | +109.2% | +153.7% | +89.1% |
| 5Y | +129.5% | +102.0% | +27.6% | +12.8% |
| 10Y | +291.6% | +171.9% | +119.7% | +38.1% |
| All | +1,163.5% | +8,294.1% | -7,130.5% | -14.0% |
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 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