+39.9%
CL vs MTB
+63.3%
-23.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -2.1% |
| 7D | +1.3% | -1.3% | +2.7% | +1.5% |
| 30D | +11.4% | +0.5% | +10.8% | +11.3% |
| 3M | +4.4% | -12.4% | +16.8% | +5.6% |
| 6M | +10.8% | +1.5% | +9.3% | +10.7% |
| YTD | +25.1% | +10.3% | +14.8% | +24.1% |
| 1Y | +28.0% | +22.2% | +5.8% | +26.0% |
| 3Y | +37.6% | +96.9% | -59.3% | +28.0% |
| All | +39.9% | +63.3% | -23.4% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling