+9,411.2%
INTC vs MTB
+7,638.9%
+1,772.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +6.0% | +1.5% | +4.5% | +5.4% |
| 30D | -39.2% | +2.3% | -41.5% | -39.7% |
| 3M | -42.9% | -12.1% | -30.8% | -40.1% |
| 6M | -50.4% | +9.8% | -60.2% | -52.4% |
| YTD | +61.7% | +12.0% | +49.7% | +53.6% |
| 1Y | +66.1% | +22.0% | +44.1% | +52.6% |
| 3Y | +58.1% | +107.6% | -49.5% | +18.7% |
| 5Y | +27.9% | +61.9% | -34.0% | +2.1% |
| 10Y | +111.1% | +116.3% | -5.2% | +39.8% |
| All | +9,411.2% | +7,638.9% | +1,772.3% | +1,902.9% |
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