+8.5%
IR vs MTB
+118.5%
-110.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.3% |
| 7D | +0.6% | +2.8% | -2.1% | -1.0% |
| 30D | -13.6% | -4.2% | -9.4% | -11.4% |
| 3M | +3.7% | +7.8% | -4.1% | -0.9% |
| 6M | -13.1% | +14.8% | -27.9% | -19.7% |
| YTD | -5.1% | +20.8% | -25.9% | -14.8% |
| 1Y | -6.5% | +23.1% | -29.6% | -17.0% |
| 3Y | +8.5% | +114.8% | -106.3% | -23.3% |
| All | +8.5% | +118.5% | -110.0% | -23.3% |
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 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