+35.3%
D vs MTB
+173.2%
-137.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.8% | +2.8% | -2.0% | +0.2% |
| 30D | -0.7% | -4.2% | +3.4% | +0.2% |
| 3M | +2.1% | +7.8% | -5.7% | +0.3% |
| 6M | +6.8% | +14.8% | -8.0% | +3.4% |
| YTD | +16.5% | +20.8% | -4.2% | +11.4% |
| 1Y | +19.2% | +23.1% | -4.0% | +13.3% |
| 3Y | +61.9% | +114.8% | -53.0% | +33.4% |
| 5Y | +6.5% | +103.3% | -96.7% | -13.5% |
| 10Y | +35.3% | +173.0% | -137.7% | +6.0% |
| All | +35.3% | +173.2% | -137.9% | +6.0% |
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 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