+48.3%
D vs MTB
+122.1%
-73.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | +2.4% | -0.7% | +3.0% | +2.5% |
| 30D | +10.9% | +1.4% | +9.5% | +10.6% |
| 3M | +2.8% | -11.6% | +14.4% | +5.7% |
| 6M | +12.7% | +5.4% | +7.3% | +11.2% |
| YTD | +20.3% | +11.7% | +8.6% | +17.0% |
| 1Y | +17.1% | +20.5% | -3.4% | +11.8% |
| 3Y | +75.1% | +104.5% | -29.4% | +45.5% |
| 5Y | +13.1% | +65.1% | -51.9% | -3.6% |
| 10Y | +48.3% | +119.5% | -71.2% | +21.7% |
| All | +48.3% | +122.1% | -73.8% | +21.7% |
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