+84.9%
CL vs MTB
+122.1%
-37.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | +2.6% | -0.7% | +3.2% | +2.7% |
| 30D | +11.8% | +1.4% | +10.3% | +11.6% |
| 3M | +5.9% | -11.6% | +17.5% | +7.5% |
| 6M | +13.3% | +5.4% | +7.9% | +12.6% |
| YTD | +27.1% | +11.7% | +15.4% | +25.3% |
| 1Y | +28.0% | +20.5% | +7.5% | +25.0% |
| 3Y | +39.4% | +104.5% | -65.1% | +25.6% |
| 5Y | +40.8% | +65.1% | -24.3% | +29.0% |
| 10Y | +84.9% | +119.5% | -34.6% | +67.4% |
| All | +84.9% | +122.1% | -37.2% | +67.4% |
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