+86.4%
F vs MTB
+173.2%
-86.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -3.9% |
| 7D | +1.2% | +2.8% | -1.6% | -0.4% |
| 30D | +1.2% | -4.2% | +5.4% | +3.7% |
| 3M | -5.7% | +7.8% | -13.4% | -9.8% |
| 6M | +17.9% | +14.8% | +3.1% | +8.4% |
| YTD | +10.4% | +20.8% | -10.4% | -1.7% |
| 1Y | +25.3% | +23.1% | +2.2% | +10.2% |
| 3Y | +37.5% | +114.8% | -77.4% | -14.6% |
| 5Y | +46.5% | +103.3% | -56.8% | -8.7% |
| 10Y | +86.4% | +173.0% | -86.6% | -8.1% |
| All | +86.4% | +173.2% | -86.8% | -8.1% |
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