+72.1%
F vs MTB
+114.2%
-42.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -2.1% | -2.0% | -0.2% | -1.0% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | -11.3% | -12.1% | +0.8% | -4.6% |
| 6M | +5.3% | +7.3% | -2.0% | +0.6% |
| YTD | -2.2% | +11.5% | -13.8% | -8.9% |
| 1Y | -3.5% | +21.3% | -24.8% | -14.5% |
| 3Y | +49.5% | +104.1% | -54.6% | -4.4% |
| 5Y | -13.5% | +61.8% | -75.3% | -38.4% |
| All | +72.1% | +114.2% | -42.1% | -6.1% |
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