+72.5%
CAPR vs MTB
+103.4%
-31.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -12.6% | +1.1% | -13.7% | -13.1% |
| 30D | +124.4% | -4.6% | +129.0% | +129.1% |
| 3M | -66.8% | +6.3% | -73.0% | -67.6% |
| 6M | -71.8% | +15.6% | -87.4% | -73.6% |
| YTD | -70.1% | +20.6% | -90.6% | -72.7% |
| 1Y | +33.3% | +22.5% | +10.8% | +20.8% |
| 3Y | +36.7% | +114.4% | -77.7% | +9.7% |
| 5Y | +72.5% | +101.9% | -29.4% | +53.6% |
| All | +72.5% | +103.4% | -31.0% | +53.6% |
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