-95.6%
FCUV vs MTB
+165.7%
-261.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.6% | -64.7% | -65.2% |
| 7D | -47.9% | +2.8% | -50.7% | -47.9% |
| 30D | +13.7% | -4.2% | +17.8% | +13.5% |
| 3M | +97.0% | +7.8% | +89.2% | +96.9% |
| 6M | -66.1% | +14.8% | -80.9% | -66.1% |
| YTD | -81.8% | +20.8% | -102.5% | -81.7% |
| 1Y | -93.3% | +23.1% | -116.4% | -93.3% |
| 3Y | -99.2% | +114.8% | -214.0% | -99.2% |
| 5Y | -99.9% | +103.3% | -203.1% | -99.8% |
| 10Y | -98.5% | +173.0% | -271.5% | -98.5% |
| All | -95.6% | +165.7% | -261.2% | -95.5% |
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