+67.3%
DD vs MTB
+172.9%
-105.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -11.5% | -4.6% | -6.9% | -9.4% |
| 3M | -5.4% | +7.4% | -12.8% | -9.1% |
| 6M | -6.9% | +18.7% | -25.6% | -15.2% |
| YTD | +6.9% | +21.1% | -14.2% | -3.8% |
| 1Y | +35.6% | +24.1% | +11.6% | +20.3% |
| 3Y | +42.5% | +115.3% | -72.8% | -7.9% |
| 5Y | +58.5% | +106.0% | -47.6% | +1.0% |
| All | +67.3% | +172.9% | -105.6% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling