-50.4%
COMP vs MTB
+73.3%
-123.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.5% | -6.8% |
| 7D | +7.2% | -0.7% | +7.8% | +7.9% |
| 30D | +6.4% | +1.4% | +5.0% | +5.8% |
| 3M | -19.4% | -11.6% | -7.8% | -12.0% |
| 6M | +14.6% | +5.4% | +9.2% | +11.3% |
| YTD | -5.5% | +11.7% | -17.2% | -10.8% |
| 1Y | +13.7% | +20.5% | -6.9% | +1.8% |
| 3Y | +409.7% | +104.5% | +305.2% | +212.3% |
| 5Y | -17.0% | +65.1% | -82.1% | -39.2% |
| All | -50.4% | +73.3% | -123.7% | -64.5% |
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