-1.6%
F vs MTB
+23.3%
-24.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.6% | -0.4% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | +2.9% | +2.4% | +0.5% | +1.8% |
| 3M | -9.5% | -10.5% | +1.0% | -4.9% |
| 6M | +4.0% | +6.4% | -2.4% | +0.6% |
| YTD | -1.3% | +12.8% | -14.1% | -9.9% |
| All | -1.6% | +23.3% | -24.9% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling