+489.0%
F vs MTB
+7,592.0%
-7,103.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.5% | +0.8% | -1.3% | -0.9% |
| 3M | -12.9% | -12.8% | -0.2% | -6.7% |
| 6M | +1.5% | +6.7% | -5.2% | -2.2% |
| YTD | -5.0% | +11.3% | -16.3% | -10.6% |
| 1Y | -7.3% | +20.2% | -27.5% | -16.2% |
| 3Y | +45.3% | +103.8% | -58.5% | -1.2% |
| 5Y | -15.8% | +60.9% | -76.6% | -36.8% |
| 10Y | +64.2% | +115.0% | -50.8% | +1.1% |
| All | +489.0% | +7,592.0% | -7,103.0% | +12.4% |
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