+62.2%
INTC vs MTB
+105.0%
-42.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +17.1% | 0.0% | +17.1% | +17.1% |
| 30D | -40.5% | +0.8% | -41.3% | -40.6% |
| 3M | -39.4% | -12.8% | -26.6% | -34.9% |
| 6M | -49.3% | +6.7% | -56.0% | -51.8% |
| YTD | +65.9% | +11.3% | +54.5% | +52.6% |
| 1Y | +61.5% | +20.2% | +41.4% | +41.5% |
| All | +62.2% | +105.0% | -42.8% | +15.2% |
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