-44.8%
COMP vs MTB
+88.4%
-133.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.4% | +1.7% | -0.4% | +0.3% |
| 30D | -13.3% | -4.2% | -9.1% | -10.8% |
| 3M | +41.1% | +8.9% | +32.3% | +33.4% |
| 6M | +17.2% | +10.9% | +6.3% | +10.0% |
| YTD | +5.2% | +21.5% | -16.3% | -6.6% |
| 1Y | +18.9% | +21.9% | -3.0% | +5.1% |
| 3Y | +215.9% | +109.2% | +106.7% | +89.3% |
| 5Y | -31.2% | +102.0% | -133.2% | -53.6% |
| All | -44.8% | +88.4% | -133.2% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling