-98.0%
CAPR vs MTB
+227.3%
-325.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.0% | -9.0% | -9.7% |
| 7D | +7.6% | -0.7% | +8.3% | +7.9% |
| 30D | +13.3% | +1.4% | +11.8% | +13.1% |
| 3M | +130.4% | -11.6% | +142.0% | +137.5% |
| 6M | -70.8% | +5.4% | -76.2% | -71.1% |
| YTD | -69.3% | +11.7% | -81.0% | -70.1% |
| 1Y | +59.5% | +20.5% | +39.0% | +53.2% |
| 3Y | +216.8% | +104.5% | +112.3% | +173.2% |
| 5Y | +152.7% | +65.1% | +87.6% | +123.3% |
| 10Y | -68.2% | +119.5% | -187.7% | -74.4% |
| All | -98.0% | +227.3% | -325.3% | -96.3% |
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