+692.8%
GOOGL vs MTB
+115.1%
+577.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.9% | +1.5% | +2.3% | +3.4% |
| 30D | -14.9% | +2.3% | -17.3% | -15.5% |
| 3M | -14.6% | -12.1% | -2.4% | -11.7% |
| 6M | -26.4% | +9.8% | -36.3% | -28.4% |
| YTD | -5.3% | +12.0% | -17.3% | -8.5% |
| 1Y | +6.5% | +22.0% | -15.6% | +0.6% |
| 3Y | +126.0% | +107.6% | +18.4% | +83.1% |
| 5Y | +100.8% | +61.9% | +39.0% | +71.1% |
| All | +692.8% | +115.1% | +577.7% | +570.1% |
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 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