+75.0%
D vs MTB
+106.3%
-31.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.3% |
| 3M | -0.3% | -12.1% | +11.8% | +2.1% |
| 6M | +10.1% | +9.8% | +0.2% | +8.1% |
| YTD | +19.1% | +12.0% | +7.1% | +16.4% |
| 1Y | +15.9% | +22.0% | -6.1% | +11.4% |
| 3Y | +75.0% | +107.6% | -32.6% | +40.0% |
| All | +75.0% | +106.3% | -31.3% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling