+44.6%
COP vs MTB
+23.4%
+21.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | +1.7% | +1.3% | +3.0% |
| 30D | +17.5% | -4.2% | +21.7% | +17.7% |
| 3M | +13.4% | +8.9% | +4.5% | +12.2% |
| 6M | +17.7% | +10.9% | +6.9% | +17.1% |
| YTD | +46.6% | +21.5% | +25.1% | +39.3% |
| 1Y | +44.6% | +21.9% | +22.7% | +34.5% |
| All | +44.6% | +23.4% | +21.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling