+591.8%
CAG vs MTB
+8,245.1%
-7,653.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.3% | +2.8% | -8.0% | -5.7% |
| 30D | +1.0% | -4.2% | +5.2% | +1.6% |
| 3M | +17.4% | +7.8% | +9.6% | +15.9% |
| 6M | -16.8% | +14.8% | -31.6% | -18.7% |
| YTD | -6.8% | +20.8% | -27.6% | -9.8% |
| 1Y | -15.4% | +23.1% | -38.5% | -18.4% |
| 3Y | -37.1% | +114.8% | -151.9% | -45.2% |
| 5Y | -41.3% | +103.3% | -144.5% | -49.2% |
| 10Y | -35.5% | +173.0% | -208.4% | -49.3% |
| All | +591.8% | +8,245.1% | -7,653.2% | +189.1% |
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 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