-10.8%
DOW vs MTB
+77.7%
-88.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -2.4% | +1.7% | -4.1% | -3.4% |
| 30D | +0.4% | -4.2% | +4.6% | +2.6% |
| 3M | -14.4% | +8.9% | -23.3% | -19.0% |
| 6M | -7.0% | +10.9% | -17.8% | -13.9% |
| YTD | +30.2% | +21.5% | +8.7% | +14.0% |
| 1Y | +29.2% | +21.9% | +7.3% | +12.8% |
| 3Y | -36.7% | +109.2% | -146.0% | -60.8% |
| 5Y | -37.7% | +102.0% | -139.7% | -63.2% |
| All | -10.8% | +77.7% | -88.6% | -46.9% |
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 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