+49.1%
D vs MTB
+115.1%
-66.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.4% | +1.5% | -2.9% | -1.7% |
| 30D | +7.7% | +2.3% | +5.4% | +7.2% |
| 3M | -0.3% | -12.1% | +11.8% | +2.6% |
| 6M | +10.1% | +9.8% | +0.2% | +7.6% |
| YTD | +19.1% | +12.0% | +7.1% | +15.7% |
| 1Y | +15.9% | +22.0% | -6.1% | +10.3% |
| 3Y | +75.0% | +107.6% | -32.6% | +44.8% |
| 5Y | +13.4% | +61.9% | -48.5% | -3.0% |
| All | +49.1% | +115.1% | -66.0% | +18.4% |
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