+1,100.9%
DD vs MTB
+7,638.9%
-6,538.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +5.0% | +1.5% | +3.4% | +4.2% |
| 30D | +19.7% | +2.3% | +17.3% | +18.4% |
| 3M | +7.2% | -12.1% | +19.3% | +13.8% |
| 6M | +1.0% | +9.8% | -8.8% | -3.8% |
| YTD | +29.1% | +12.0% | +17.1% | +21.6% |
| 1Y | +28.5% | +22.0% | +6.4% | +16.1% |
| 3Y | +89.4% | +107.6% | -18.2% | +30.4% |
| 5Y | +67.1% | +61.9% | +5.3% | +25.7% |
| 10Y | +97.5% | +116.3% | -18.8% | +22.7% |
| All | +1,100.9% | +7,638.9% | -6,538.0% | +147.2% |
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