+4,615.1%
COP vs MTB
+7,606.3%
-2,991.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.4% |
| 30D | +0.2% | +0.1% | +0.1% | 0.0% |
| 3M | +10.2% | -12.1% | +22.3% | +15.3% |
| 6M | +20.1% | +7.3% | +12.8% | +16.1% |
| YTD | +50.5% | +11.5% | +39.0% | +42.7% |
| 1Y | +56.8% | +21.3% | +35.5% | +44.0% |
| 3Y | +30.3% | +104.1% | -73.9% | -3.4% |
| 5Y | +126.8% | +61.8% | +65.0% | +77.9% |
| 10Y | +325.0% | +115.4% | +209.6% | +196.3% |
| All | +4,615.1% | +7,606.3% | -2,991.3% | +1,695.8% |
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