+7,759.7%
CP vs MTB
+7,695.2%
+64.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.2% |
| 7D | +2.8% | -0.8% | +3.5% | +3.1% |
| 30D | +11.3% | +2.4% | +8.9% | +10.3% |
| 3M | +2.9% | -10.5% | +13.3% | +7.0% |
| 6M | +9.8% | +6.4% | +3.4% | +7.0% |
| YTD | +28.5% | +12.8% | +15.7% | +22.4% |
| 1Y | +33.5% | +23.3% | +10.2% | +23.0% |
| 3Y | +31.9% | +108.2% | -76.3% | -1.9% |
| 5Y | +25.5% | +68.6% | -43.1% | -2.1% |
| 10Y | +257.6% | +125.3% | +132.3% | +132.3% |
| All | +7,759.7% | +7,695.2% | +64.5% | +1,813.9% |
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