+2,371.3%
D vs MTB
+7,521.0%
-5,149.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | +11.5% | +0.5% | +11.0% | +11.4% |
| 3M | +3.7% | -12.4% | +16.1% | +6.4% |
| 6M | +13.5% | +1.5% | +12.0% | +13.1% |
| YTD | +20.7% | +10.3% | +10.4% | +18.2% |
| 1Y | +18.2% | +22.2% | -4.0% | +13.3% |
| 3Y | +73.3% | +96.9% | -23.6% | +49.6% |
| 5Y | +12.3% | +64.3% | -52.0% | -1.5% |
| 10Y | +43.4% | +137.8% | -94.4% | +11.4% |
| All | +2,371.3% | +7,521.0% | -5,149.6% | +1,305.0% |
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 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