+27.0%
COMP vs MTB
+3.9%
+23.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.2% | -6.0% | -5.1% |
| 7D | -1.8% | -1.9% | +0.1% | +1.3% |
| 30D | -0.8% | +0.5% | -1.2% | -0.6% |
| 3M | -28.1% | -12.2% | -15.9% | -15.6% |
| 6M | +27.0% | +3.4% | +23.6% | +14.4% |
| All | +27.0% | +3.9% | +23.1% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling