-97.9%
CAPR vs MTB
+255.8%
-353.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | +139.2% | -4.2% | +143.4% | +141.5% |
| 3M | -66.4% | +8.9% | -75.2% | -67.0% |
| 6M | -63.1% | +10.9% | -74.0% | -64.1% |
| YTD | -67.4% | +21.5% | -88.9% | -69.0% |
| 1Y | +58.2% | +21.9% | +36.3% | +50.9% |
| 3Y | +42.2% | +109.2% | -67.0% | +21.4% |
| 5Y | +87.3% | +102.0% | -14.7% | +57.8% |
| 10Y | -75.3% | +171.9% | -247.2% | -80.6% |
| All | -97.9% | +255.8% | -353.7% | -96.2% |
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