-5.6%
COST vs MTB
+24.6%
-30.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -4.7% | -4.8% | +0.1% | -4.4% |
| 3M | -7.1% | +6.0% | -13.1% | -7.4% |
| 6M | -8.5% | +19.6% | -28.1% | -9.7% |
| YTD | +5.4% | +21.5% | -16.1% | +2.3% |
| 1Y | -5.6% | +24.7% | -30.3% | -9.0% |
| All | -5.6% | +24.6% | -30.2% | -9.0% |
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