-97.8%
CAPR vs MTB
+230.4%
-328.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.2% | +8.9% |
| 7D | +36.0% | -0.8% | +36.8% | +36.3% |
| 30D | +25.8% | +2.4% | +23.4% | +25.3% |
| 3M | +140.8% | -10.5% | +151.3% | +147.5% |
| 6M | -67.6% | +6.4% | -74.0% | -68.0% |
| YTD | -65.9% | +12.8% | -78.7% | -66.9% |
| 1Y | +66.1% | +23.3% | +42.8% | +58.7% |
| 3Y | +256.9% | +108.2% | +148.6% | +206.5% |
| 5Y | +172.1% | +68.6% | +103.5% | +139.3% |
| 10Y | -64.7% | +125.3% | -190.0% | -71.7% |
| All | -97.8% | +230.4% | -328.3% | -96.0% |
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