+151.5%
EXC vs MTB
+173.2%
-21.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +1.2% | +2.8% | -1.5% | +0.5% |
| 30D | -2.7% | -4.2% | +1.5% | -1.7% |
| 3M | -1.0% | +7.8% | -8.8% | -2.9% |
| 6M | -9.3% | +14.8% | -24.1% | -12.6% |
| YTD | +3.6% | +20.8% | -17.2% | -1.7% |
| 1Y | +5.9% | +23.1% | -17.2% | -0.2% |
| 3Y | +21.3% | +114.8% | -93.5% | -4.5% |
| 5Y | +46.2% | +103.3% | -57.1% | +12.4% |
| 10Y | +151.5% | +173.0% | -21.5% | +81.2% |
| All | +151.5% | +173.2% | -21.7% | +81.2% |
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