-49.3%
COMP vs MTB
+71.0%
-120.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.9% | +11.7% | +11.4% |
| 7D | +13.4% | -1.3% | +14.8% | +14.7% |
| 30D | +11.1% | +0.5% | +10.6% | +11.1% |
| 3M | -18.8% | -12.4% | -6.5% | -10.9% |
| 6M | +10.5% | +1.5% | +9.0% | +10.1% |
| YTD | -3.4% | +10.3% | -13.7% | -8.1% |
| 1Y | +19.7% | +22.2% | -2.5% | +6.2% |
| 3Y | +381.6% | +96.9% | +284.7% | +202.5% |
| 5Y | -17.6% | +64.3% | -81.9% | -39.2% |
| All | -49.3% | +71.0% | -120.4% | -63.4% |
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