+927.6%
DD vs MTB
+8,294.1%
-7,366.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -3.5% | +1.7% | -5.2% | -4.3% |
| 30D | -10.3% | -4.2% | -6.1% | -8.5% |
| 3M | -7.5% | +8.9% | -16.4% | -11.4% |
| 6M | -8.0% | +10.9% | -18.9% | -12.7% |
| YTD | +10.5% | +21.5% | -11.0% | +0.2% |
| 1Y | +38.3% | +21.9% | +16.4% | +25.0% |
| 3Y | +42.5% | +109.2% | -66.8% | -2.6% |
| 5Y | +60.2% | +102.0% | -41.8% | +8.3% |
| 10Y | +68.9% | +171.9% | -103.1% | -5.8% |
| All | +927.6% | +8,294.1% | -7,366.5% | +103.6% |
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