-34.9%
DOW vs MTB
+112.6%
-147.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -6.0% | +1.1% | -7.1% | -6.5% |
| 30D | -2.7% | -4.6% | +1.9% | -0.9% |
| 3M | -10.5% | +6.3% | -16.7% | -13.4% |
| 6M | -12.4% | +15.6% | -28.0% | -19.3% |
| YTD | +30.0% | +20.6% | +9.5% | +16.5% |
| 1Y | +27.8% | +22.5% | +5.3% | +13.4% |
| All | -34.9% | +112.6% | -147.4% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling