+35.4%
DD vs MTB
+27.0%
+8.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.3% |
| 7D | +8.7% | +2.0% | +6.7% | +7.6% |
| 30D | +15.3% | +2.9% | +12.4% | +13.6% |
| 3M | +5.9% | -10.7% | +16.6% | +11.7% |
| 6M | +11.6% | +6.3% | +5.2% | +6.4% |
| YTD | +26.5% | +13.8% | +12.8% | +13.3% |
| 1Y | +35.4% | +27.7% | +7.7% | +10.7% |
| All | +35.4% | +27.0% | +8.4% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling