+7.8%
D vs MTB
+101.8%
-94.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.5% | +1.7% | -0.3% | +1.1% |
| 30D | -2.6% | -4.2% | +1.6% | -1.8% |
| 3M | 0.0% | +8.9% | -8.9% | -1.6% |
| 6M | +7.4% | +10.9% | -3.5% | +5.2% |
| YTD | +15.9% | +21.5% | -5.6% | +11.5% |
| 1Y | +18.1% | +21.9% | -3.8% | +13.4% |
| 3Y | +58.4% | +109.2% | -50.9% | +34.7% |
| All | +7.8% | +101.8% | -94.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling