+5.9%
EXC vs MTB
+23.0%
-17.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +1.2% | +2.8% | -1.5% | +1.2% |
| 30D | -2.7% | -4.2% | +1.5% | -2.8% |
| 3M | -1.0% | +7.8% | -8.8% | -0.6% |
| 6M | -9.3% | +14.8% | -24.1% | -8.7% |
| YTD | +3.6% | +20.8% | -17.2% | +3.9% |
| 1Y | +5.9% | +23.1% | -17.2% | +7.4% |
| All | +5.9% | +23.0% | -17.1% | +7.4% |
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