+53.4%
CL vs MTB
+173.2%
-119.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.4% | +2.8% | -4.1% | -1.7% |
| 30D | -5.2% | -4.2% | -1.0% | -4.7% |
| 3M | +3.3% | +7.8% | -4.5% | +2.4% |
| 6M | -4.4% | +14.8% | -19.2% | -5.9% |
| YTD | +13.9% | +20.8% | -6.9% | +11.3% |
| 1Y | +7.6% | +23.1% | -15.5% | +4.8% |
| 3Y | +29.6% | +114.8% | -85.3% | +16.1% |
| 5Y | +28.1% | +103.3% | -75.2% | +14.1% |
| 10Y | +53.4% | +173.0% | -119.6% | +32.8% |
| All | +53.4% | +173.2% | -119.8% | +32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling