+740.7%
GOOGL vs MTB
+172.9%
+567.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -3.2% | -4.6% | +1.4% | -2.0% |
| 3M | -6.6% | +7.4% | -14.0% | -8.4% |
| 6M | +8.5% | +18.7% | -10.2% | +3.7% |
| YTD | +6.5% | +21.1% | -14.6% | +1.0% |
| 1Y | +39.4% | +24.1% | +15.4% | +31.3% |
| 3Y | +146.2% | +115.3% | +30.8% | +97.6% |
| 5Y | +138.3% | +106.0% | +32.3% | +90.3% |
| All | +740.7% | +172.9% | +567.7% | +533.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling