+135.0%
GOOG vs MTB
+101.1%
+33.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -3.6% | -4.6% | +1.0% | -2.5% |
| 3M | -6.4% | +7.4% | -13.9% | -8.1% |
| 6M | +7.8% | +18.7% | -10.9% | +3.3% |
| YTD | +5.5% | +21.1% | -15.6% | +0.4% |
| 1Y | +38.3% | +24.1% | +14.2% | +30.6% |
| 3Y | +143.1% | +115.3% | +27.7% | +98.5% |
| 5Y | +135.0% | +106.0% | +29.0% | +102.5% |
| All | +135.0% | +101.1% | +33.9% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling