-35.5%
DOW vs MTB
+101.1%
-136.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -4.1% | -4.6% | +0.5% | -2.3% |
| 3M | -12.4% | +7.4% | -19.9% | -15.6% |
| 6M | -10.6% | +18.7% | -29.3% | -18.3% |
| YTD | +31.1% | +21.1% | +10.0% | +18.3% |
| 1Y | +30.5% | +24.1% | +6.5% | +16.5% |
| 3Y | -34.4% | +115.3% | -149.8% | -54.4% |
| 5Y | -35.5% | +106.0% | -141.5% | -58.5% |
| All | -35.5% | +101.1% | -136.6% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling