-80.3%
FIG vs MTB
+29.3%
-109.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.7% |
| 7D | -16.4% | +2.8% | -19.1% | -16.2% |
| 30D | -2.3% | -4.2% | +1.9% | -2.4% |
| 3M | +7.8% | +7.8% | 0.0% | +8.6% |
| 6M | -21.8% | +14.8% | -36.7% | -22.2% |
| YTD | -39.1% | +20.8% | -59.9% | -39.6% |
| 1Y | -56.6% | +23.1% | -79.8% | -59.7% |
| All | -80.3% | +29.3% | -109.6% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling