+6,005.0%
HON vs MTB
+7,638.9%
-1,633.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +1.4% | +1.5% | -0.1% | +0.8% |
| 30D | +7.5% | +2.3% | +5.1% | +6.6% |
| 3M | -4.3% | -12.1% | +7.8% | +0.6% |
| 6M | -1.5% | +9.8% | -11.4% | -5.4% |
| YTD | +10.5% | +12.0% | -1.5% | +5.1% |
| 1Y | +8.5% | +22.0% | -13.5% | -0.4% |
| 3Y | +28.0% | +107.6% | -79.6% | -7.2% |
| 5Y | +12.0% | +61.9% | -49.8% | -13.6% |
| 10Y | +155.4% | +116.3% | +39.1% | +63.6% |
| All | +6,005.0% | +7,638.9% | -1,633.9% | +936.6% |
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