+72.2%
F vs MTB
+122.1%
-49.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.4% |
| 7D | -0.2% | -0.7% | +0.4% | +0.1% |
| 30D | +0.9% | +1.4% | -0.5% | +0.1% |
| 3M | -11.3% | -11.6% | +0.3% | -5.0% |
| 6M | +2.0% | +5.4% | -3.4% | -1.5% |
| YTD | -3.2% | +11.7% | -14.9% | -9.9% |
| 1Y | -3.5% | +20.5% | -24.0% | -14.1% |
| 3Y | +48.1% | +104.5% | -56.4% | -5.3% |
| 5Y | -13.5% | +65.1% | -78.6% | -39.1% |
| 10Y | +72.2% | +119.5% | -47.3% | -4.1% |
| All | +72.2% | +122.1% | -49.9% | -4.1% |
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