+48.4%
IR vs MTB
+101.8%
-53.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.8% | +1.7% | -4.6% | -3.7% |
| 30D | -15.1% | -4.2% | -10.9% | -13.3% |
| 3M | +6.1% | +8.9% | -2.8% | +1.7% |
| 6M | -16.8% | +10.9% | -27.7% | -20.8% |
| YTD | -3.5% | +21.5% | -25.0% | -12.1% |
| 1Y | -3.5% | +21.9% | -25.4% | -12.4% |
| 3Y | +9.5% | +109.2% | -99.8% | -21.7% |
| All | +48.4% | +101.8% | -53.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling