+143.8%
GOOGL vs MTB
+112.6%
+31.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.9% | +1.1% | -2.9% | -2.1% |
| 30D | -7.5% | -4.6% | -2.8% | -6.5% |
| 3M | -9.2% | +6.3% | -15.4% | -10.4% |
| 6M | +8.1% | +15.6% | -7.5% | +4.6% |
| YTD | +5.8% | +20.6% | -14.7% | +1.3% |
| 1Y | +38.3% | +22.5% | +15.8% | +31.8% |
| All | +143.8% | +112.6% | +31.2% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling