+2,351.9%
D vs MTB
+7,606.3%
-5,254.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.4% | -2.0% | -0.4% | -2.1% |
| 30D | +9.0% | +0.1% | +8.8% | +8.9% |
| 3M | +1.0% | -12.1% | +13.1% | +3.5% |
| 6M | +11.0% | +7.3% | +3.7% | +9.4% |
| YTD | +19.8% | +11.5% | +8.2% | +17.0% |
| 1Y | +16.0% | +21.3% | -5.3% | +11.3% |
| 3Y | +74.4% | +104.1% | -29.8% | +49.4% |
| 5Y | +13.5% | +61.8% | -48.3% | -0.1% |
| 10Y | +48.4% | +115.4% | -67.0% | +17.4% |
| All | +2,351.9% | +7,606.3% | -5,254.5% | +1,290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling