-83.2%
FIG vs MTB
+19.9%
-103.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | +3.4% | +1.5% | +1.9% | +3.2% |
| 30D | -9.5% | +2.3% | -11.8% | -9.3% |
| 3M | -26.2% | -12.1% | -14.1% | -26.4% |
| 6M | +2.7% | +9.8% | -7.1% | +3.2% |
| YTD | -48.0% | +12.0% | -60.0% | -48.5% |
| 1Y | -52.0% | +22.0% | -74.1% | -52.2% |
| All | -83.2% | +19.9% | -103.1% | -83.8% |
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