-41.4%
IT vs MTB
+65.0%
-106.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -6.8% | -2.0% | -4.9% | -6.2% |
| 30D | -0.6% | +0.1% | -0.7% | -0.5% |
| 3M | +3.1% | -12.1% | +15.2% | +7.6% |
| 6M | +25.5% | +7.3% | +18.2% | +22.9% |
| YTD | -23.5% | +11.5% | -35.0% | -26.4% |
| 1Y | -16.6% | +21.3% | -37.9% | -22.0% |
| 3Y | -53.1% | +104.1% | -157.2% | -63.0% |
| 5Y | -41.4% | +61.8% | -103.3% | -51.6% |
| All | -41.4% | +65.0% | -106.4% | -51.6% |
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