+2,451.3%
EXC vs MTB
+7,521.0%
-5,069.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -1.2% | -1.3% | +0.2% | -0.9% |
| 30D | +10.0% | +0.5% | +9.4% | +9.8% |
| 3M | +1.6% | -12.4% | +14.0% | +4.7% |
| 6M | +3.3% | +1.5% | +1.8% | +2.7% |
| YTD | +7.6% | +10.3% | -2.7% | +4.7% |
| 1Y | +3.5% | +22.2% | -18.7% | -1.8% |
| 3Y | +27.7% | +96.9% | -69.3% | +6.3% |
| 5Y | +41.1% | +64.3% | -23.2% | +19.6% |
| 10Y | +178.2% | +137.8% | +40.4% | +105.1% |
| All | +2,451.3% | +7,521.0% | -5,069.7% | +1,143.9% |
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