+86.2%
CL vs MTB
+113.8%
-27.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +9.5% | +0.8% | +8.6% | +9.3% |
| 3M | +6.6% | -12.8% | +19.4% | +8.4% |
| 6M | +13.2% | +6.7% | +6.5% | +12.3% |
| YTD | +26.9% | +11.3% | +15.5% | +25.1% |
| 1Y | +27.6% | +20.2% | +7.4% | +24.6% |
| 3Y | +39.1% | +103.8% | -64.6% | +25.3% |
| 5Y | +41.3% | +60.9% | -19.6% | +29.9% |
| All | +86.2% | +113.8% | -27.6% | +66.3% |
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 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