-99.7%
CYCU vs MTB
+16.6%
-116.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.5% | +3.2% |
| 7D | -4.2% | +1.5% | -5.7% | -4.2% |
| 30D | -12.6% | +2.3% | -14.9% | -12.5% |
| 3M | -59.1% | -12.1% | -47.0% | -59.7% |
| 6M | -68.2% | +9.8% | -78.0% | -72.7% |
| YTD | -89.6% | +12.0% | -101.6% | -91.2% |
| 1Y | -93.0% | +22.0% | -115.1% | -94.4% |
| All | -99.7% | +16.6% | -116.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling