+47.0%
DD vs MTB
+118.5%
-71.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -0.6% | +2.8% | -3.4% | -1.9% |
| 30D | -7.4% | -4.2% | -3.2% | -5.6% |
| 3M | -6.4% | +7.8% | -14.2% | -9.9% |
| 6M | -2.5% | +14.8% | -17.3% | -8.9% |
| YTD | +10.2% | +20.8% | -10.5% | +0.5% |
| 1Y | +36.9% | +23.1% | +13.8% | +23.5% |
| 3Y | +47.0% | +114.8% | -67.8% | +7.0% |
| All | +47.0% | +118.5% | -71.5% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling