+459.7%
CMS vs MTB
+8,294.1%
-7,834.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +1.7% | -1.4% | 0.0% |
| 30D | -3.6% | -4.2% | +0.6% | -2.7% |
| 3M | -1.9% | +8.9% | -10.8% | -3.9% |
| 6M | -11.0% | +10.9% | -21.8% | -13.2% |
| YTD | +0.2% | +21.5% | -21.3% | -4.5% |
| 1Y | -1.3% | +21.9% | -23.2% | -6.2% |
| 3Y | +35.9% | +109.2% | -73.3% | +12.0% |
| 5Y | +23.1% | +102.0% | -78.9% | -0.6% |
| 10Y | +117.9% | +171.9% | -54.0% | +51.6% |
| All | +459.7% | +8,294.1% | -7,834.4% | +33.3% |
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 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