+4,492.0%
COP vs MTB
+8,294.1%
-3,802.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +3.0% | +1.7% | +1.3% | +2.3% |
| 30D | +17.5% | -4.2% | +21.7% | +19.2% |
| 3M | +13.4% | +8.9% | +4.5% | +9.4% |
| 6M | +17.7% | +10.9% | +6.9% | +12.3% |
| YTD | +46.6% | +21.5% | +25.1% | +34.8% |
| 1Y | +44.6% | +21.9% | +22.7% | +32.6% |
| 3Y | +20.7% | +109.2% | -88.6% | -11.5% |
| 5Y | +185.0% | +102.0% | +83.1% | +105.4% |
| 10Y | +347.0% | +171.9% | +175.1% | +189.1% |
| All | +4,492.0% | +8,294.1% | -3,802.1% | +1,596.8% |
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