+104.7%
COST vs MTB
+101.1%
+3.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -4.4% | -4.6% | +0.2% | -3.8% |
| 3M | -8.1% | +7.4% | -15.5% | -9.1% |
| 6M | -9.2% | +18.7% | -27.9% | -11.7% |
| YTD | +5.1% | +21.1% | -16.0% | +1.8% |
| 1Y | -5.1% | +24.1% | -29.2% | -8.5% |
| 3Y | +70.4% | +115.3% | -45.0% | +47.9% |
| 5Y | +104.7% | +106.0% | -1.3% | +85.0% |
| All | +104.7% | +101.1% | +3.6% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling