-46.5%
COMP vs MTB
+74.9%
-121.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +4.1% |
| 7D | +14.5% | -0.8% | +15.3% | +15.3% |
| 30D | +14.9% | +2.4% | +12.5% | +13.5% |
| 3M | -14.2% | -10.5% | -3.7% | -7.2% |
| 6M | +23.7% | +6.4% | +17.3% | +19.4% |
| YTD | +2.1% | +12.8% | -10.7% | -4.4% |
| 1Y | +26.2% | +23.3% | +2.9% | +11.3% |
| 3Y | +470.9% | +108.2% | +362.7% | +245.5% |
| 5Y | -14.0% | +68.6% | -82.6% | -37.5% |
| All | -46.5% | +74.9% | -121.4% | -61.9% |
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