+11,671.2%
COST vs MTB
+8,245.1%
+3,426.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.2% | +2.8% | -5.9% | -3.9% |
| 30D | -4.0% | -4.2% | +0.2% | -2.9% |
| 3M | -6.5% | +7.8% | -14.3% | -8.4% |
| 6M | -8.5% | +14.8% | -23.4% | -12.0% |
| YTD | +6.0% | +20.8% | -14.8% | +0.4% |
| 1Y | -5.8% | +23.1% | -28.9% | -11.3% |
| 3Y | +71.8% | +114.8% | -43.0% | +36.5% |
| 5Y | +106.2% | +103.3% | +3.0% | +61.4% |
| 10Y | +602.0% | +173.0% | +429.1% | +358.4% |
| All | +11,671.2% | +8,245.1% | +3,426.1% | +1,686.0% |
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 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