-8.7%
COMP vs MTB
+61.4%
-70.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.2% |
| 7D | 0.0% | +1.5% | -1.5% | -1.1% |
| 30D | +16.6% | +2.3% | +14.2% | +15.1% |
| 3M | -23.5% | -12.1% | -11.4% | -15.3% |
| 6M | +25.7% | +9.8% | +15.9% | +18.1% |
| YTD | -3.4% | +12.0% | -15.4% | -9.7% |
| 1Y | +7.6% | +22.0% | -14.5% | -5.8% |
| 3Y | +423.6% | +107.6% | +316.0% | +192.2% |
| All | -8.7% | +61.4% | -70.0% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling