+144.6%
CAPR vs MTB
+63.3%
+81.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.1% |
| 7D | +41.1% | -1.3% | +42.4% | +42.1% |
| 30D | +11.1% | +0.5% | +10.6% | +11.1% |
| 3M | +115.3% | -12.4% | +127.7% | +129.5% |
| 6M | -73.8% | +1.5% | -75.3% | -74.0% |
| YTD | -68.8% | +10.3% | -79.1% | -70.5% |
| 1Y | +43.3% | +22.2% | +21.1% | +31.4% |
| 3Y | +214.7% | +96.9% | +117.7% | +157.5% |
| All | +144.6% | +63.3% | +81.2% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling