-8.8%
IT vs MTB
+27.0%
-35.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | -5.5% | +2.0% | -7.5% | -6.1% |
| 30D | +10.3% | +2.9% | +7.4% | +9.3% |
| 3M | +11.5% | -10.7% | +22.2% | +15.0% |
| 6M | +40.3% | +6.3% | +33.9% | +40.2% |
| YTD | -17.9% | +13.8% | -31.7% | -21.3% |
| 1Y | -8.8% | +27.7% | -36.5% | -21.7% |
| All | -8.8% | +27.0% | -35.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling