+340.0%
IR vs MTB
+84.9%
+255.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.9% |
| 30D | +9.0% | +1.4% | +7.6% | +8.2% |
| 3M | -0.9% | -11.6% | +10.7% | +5.7% |
| 6M | +13.4% | +5.4% | +8.0% | +10.1% |
| YTD | +8.5% | +11.7% | -3.3% | +2.4% |
| 1Y | +11.3% | +20.5% | -9.3% | +1.0% |
| 3Y | +26.0% | +104.5% | -78.5% | -14.2% |
| 5Y | +47.9% | +65.1% | -17.2% | +8.3% |
| All | +340.0% | +84.9% | +255.1% | +189.3% |
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 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