-51.6%
IT vs MTB
+112.6%
-164.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.1% | +1.1% | -10.2% | -9.4% |
| 30D | -12.2% | -4.6% | -7.5% | -10.8% |
| 3M | +7.8% | +6.3% | +1.6% | +5.8% |
| 6M | +2.0% | +15.6% | -13.6% | -3.0% |
| YTD | -32.7% | +20.6% | -53.3% | -37.3% |
| 1Y | -31.1% | +22.5% | -53.6% | -36.2% |
| All | -51.6% | +112.6% | -164.1% | -62.4% |
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