+7,131.2%
CB vs MTB
+3,116.7%
+4,014.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +0.2% | -1.3% | +1.6% | +0.9% |
| 30D | +9.1% | +0.5% | +8.5% | +8.8% |
| 3M | +3.4% | -12.4% | +15.8% | +9.5% |
| 6M | +14.1% | +1.5% | +12.6% | +12.7% |
| YTD | +18.0% | +10.3% | +7.7% | +11.9% |
| 1Y | +30.1% | +22.2% | +7.9% | +17.6% |
| 3Y | +71.8% | +96.9% | -25.2% | +19.9% |
| 5Y | +101.8% | +64.3% | +37.5% | +46.4% |
| 10Y | +252.1% | +137.8% | +114.3% | +97.4% |
| All | +7,131.2% | +3,116.7% | +4,014.5% | +1,366.2% |
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