+381.6%
COMP vs MTB
+95.2%
+286.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.9% | +11.7% | +11.4% |
| 7D | +13.4% | -1.3% | +14.8% | +14.8% |
| 30D | +11.1% | +0.5% | +10.6% | +11.1% |
| 3M | -18.8% | -12.4% | -6.5% | -10.2% |
| 6M | +10.5% | +1.5% | +9.0% | +10.1% |
| YTD | -3.4% | +10.3% | -13.7% | -8.0% |
| 1Y | +19.7% | +22.2% | -2.5% | +6.3% |
| 3Y | +381.6% | +96.9% | +284.7% | +120.8% |
| All | +381.6% | +95.2% | +286.4% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling