+336.7%
COP vs MTB
+115.1%
+221.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +4.4% | +1.5% | +2.9% | +3.5% |
| 30D | 0.0% | +2.3% | -2.4% | -1.5% |
| 3M | +15.0% | -12.1% | +27.1% | +22.5% |
| 6M | +22.0% | +9.8% | +12.2% | +14.9% |
| YTD | +55.3% | +12.0% | +43.3% | +43.5% |
| 1Y | +64.1% | +22.0% | +42.1% | +44.7% |
| 3Y | +34.1% | +107.6% | -73.5% | -14.6% |
| 5Y | +133.4% | +61.9% | +71.5% | +60.0% |
| All | +336.7% | +115.1% | +221.6% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling