+3.4%
EXC vs MTB
+23.4%
-20.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | -4.6% | -4.2% | -0.4% | -4.7% |
| 3M | -2.2% | +8.9% | -11.1% | -1.9% |
| 6M | -10.6% | +10.9% | -21.4% | -10.4% |
| YTD | +1.9% | +21.5% | -19.6% | +2.2% |
| 1Y | +3.4% | +21.9% | -18.5% | +5.6% |
| All | +3.4% | +23.4% | -20.0% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling