+13,447.0%
GOOG vs MTB
+368.2%
+13,078.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.1% | +2.8% | -1.7% | +0.2% |
| 30D | -5.1% | -4.2% | -0.9% | -3.9% |
| 3M | -7.1% | +7.8% | -14.9% | -9.2% |
| 6M | +12.7% | +14.8% | -2.2% | +7.9% |
| YTD | +7.1% | +20.8% | -13.7% | +0.8% |
| 1Y | +43.6% | +23.1% | +20.5% | +34.1% |
| 3Y | +146.8% | +114.8% | +31.9% | +90.6% |
| 5Y | +133.7% | +103.3% | +30.4% | +78.6% |
| 10Y | +773.3% | +173.0% | +600.4% | +461.5% |
| All | +13,447.0% | +368.2% | +13,078.7% | +6,801.1% |
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 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