-67.1%
CAPR vs MTB
+113.8%
-180.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.6% |
| 7D | +19.1% | 0.0% | +19.1% | +19.2% |
| 30D | +48.8% | +0.8% | +48.0% | +48.7% |
| 3M | +144.4% | -12.8% | +157.2% | +163.0% |
| 6M | -67.5% | +6.7% | -74.2% | -68.5% |
| YTD | -64.5% | +11.3% | -75.8% | -66.7% |
| 1Y | +74.4% | +20.2% | +54.3% | +59.1% |
| 3Y | +265.7% | +103.8% | +162.0% | +155.7% |
| 5Y | +196.0% | +60.9% | +135.1% | +117.3% |
| All | -67.1% | +113.8% | -180.9% | -83.9% |
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