+43.8%
EXC vs MTB
+63.3%
-19.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -1.2% | -1.3% | +0.2% | -1.0% |
| 30D | +10.0% | +0.5% | +9.4% | +9.9% |
| 3M | +1.6% | -12.4% | +14.0% | +3.3% |
| 6M | +3.3% | +1.5% | +1.8% | +3.0% |
| YTD | +7.6% | +10.3% | -2.7% | +5.8% |
| 1Y | +3.5% | +22.2% | -18.7% | +0.3% |
| 3Y | +27.7% | +96.9% | -69.3% | +12.2% |
| All | +43.8% | +63.3% | -19.5% | +30.0% |
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