-10.2%
DOW vs MTB
+77.1%
-87.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.4% | -0.4% | -1.9% | -2.1% |
| 30D | -4.1% | -4.6% | +0.5% | -1.7% |
| 3M | -12.4% | +7.4% | -19.9% | -16.5% |
| 6M | -10.6% | +18.7% | -29.3% | -20.4% |
| YTD | +31.1% | +21.1% | +10.0% | +15.0% |
| 1Y | +30.5% | +24.1% | +6.5% | +12.8% |
| 3Y | -34.4% | +115.3% | -149.8% | -60.0% |
| 5Y | -35.5% | +106.0% | -141.5% | -62.4% |
| All | -10.2% | +77.1% | -87.3% | -46.5% |
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