+0.1%
DOW vs MTB
+63.9%
-63.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | +5.2% | +1.5% | +3.7% | +4.3% |
| 30D | +13.2% | +2.3% | +10.8% | +11.6% |
| 3M | +10.1% | -12.1% | +22.2% | +17.7% |
| 6M | -13.1% | +9.8% | -22.9% | -18.8% |
| YTD | +46.1% | +12.0% | +34.1% | +33.3% |
| 1Y | +50.0% | +22.0% | +28.0% | +30.3% |
| 3Y | -20.2% | +107.6% | -127.8% | -50.4% |
| 5Y | -27.7% | +61.9% | -89.5% | -50.9% |
| All | +0.1% | +63.9% | -63.8% | -37.9% |
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