+7,857.7%
CI vs MTB
+7,695.2%
+162.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +4.7% | +2.4% | +2.3% | +3.8% |
| 3M | +5.2% | -10.5% | +15.7% | +9.5% |
| 6M | +3.8% | +6.4% | -2.6% | +1.1% |
| YTD | +9.2% | +12.8% | -3.6% | +4.0% |
| 1Y | +14.3% | +23.3% | -9.0% | +5.2% |
| 3Y | +8.4% | +108.2% | -99.8% | -20.8% |
| 5Y | +50.0% | +68.6% | -18.5% | +14.0% |
| 10Y | +142.2% | +125.3% | +16.9% | +52.7% |
| All | +7,857.7% | +7,695.2% | +162.5% | +1,475.8% |
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