+615.0%
F vs MTB
+8,294.1%
-7,679.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | +1.7% | +3.6% | +4.4% |
| 30D | +4.6% | -4.2% | +8.8% | +6.8% |
| 3M | -3.7% | +8.9% | -12.5% | -7.9% |
| 6M | +16.8% | +10.9% | +5.9% | +10.4% |
| YTD | +15.3% | +21.5% | -6.2% | +3.8% |
| 1Y | +31.0% | +21.9% | +9.1% | +17.6% |
| 3Y | +45.4% | +109.2% | -63.8% | -2.6% |
| 5Y | +54.7% | +102.0% | -47.3% | +3.4% |
| 10Y | +98.2% | +171.9% | -73.7% | +8.8% |
| All | +615.0% | +8,294.1% | -7,679.1% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling