+53.9%
F vs MTB
+101.8%
-47.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | +1.7% | +3.6% | +4.3% |
| 30D | +4.6% | -4.2% | +8.8% | +7.0% |
| 3M | -3.7% | +8.9% | -12.5% | -8.3% |
| 6M | +16.8% | +10.9% | +5.9% | +9.8% |
| YTD | +15.3% | +21.5% | -6.2% | +2.6% |
| 1Y | +31.0% | +21.9% | +9.1% | +16.1% |
| 3Y | +45.4% | +109.2% | -63.8% | -7.5% |
| All | +53.9% | +101.8% | -47.9% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling