+59.6%
DD vs MTB
+103.4%
-43.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.8% | +1.1% | -4.8% | -4.3% |
| 30D | -9.2% | -4.6% | -4.6% | -7.2% |
| 3M | -9.0% | +6.3% | -15.3% | -11.8% |
| 6M | -5.0% | +15.6% | -20.6% | -11.6% |
| YTD | +7.4% | +20.6% | -13.2% | -2.3% |
| 1Y | +35.1% | +22.5% | +12.6% | +21.8% |
| 3Y | +43.2% | +114.4% | -71.2% | -2.5% |
| 5Y | +59.6% | +101.9% | -42.2% | +8.3% |
| All | +59.6% | +103.4% | -43.8% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling