+70.5%
ILMN vs MTB
+136.2%
-65.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.0% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | -20.6% | +2.4% | -23.0% | -21.1% |
| 3M | +17.5% | -10.5% | +28.0% | +20.9% |
| 6M | +55.6% | +6.4% | +49.2% | +52.2% |
| YTD | +68.3% | +12.8% | +55.5% | +61.4% |
| 1Y | +81.1% | +23.3% | +57.8% | +69.3% |
| 3Y | +112.2% | +108.2% | +3.9% | +72.9% |
| 5Y | -42.6% | +68.6% | -111.2% | -51.2% |
| 10Y | +70.5% | +125.3% | -54.8% | +56.8% |
| All | +70.5% | +136.2% | -65.7% | +56.8% |
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