-45.6%
IT vs MTB
+101.1%
-146.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -12.7% | -0.4% | -12.3% | -12.6% |
| 30D | -8.9% | -4.6% | -4.3% | -7.6% |
| 3M | +10.1% | +7.4% | +2.7% | +7.9% |
| 6M | +7.3% | +18.7% | -11.4% | +1.6% |
| YTD | -32.4% | +21.1% | -53.4% | -36.5% |
| 1Y | -26.6% | +24.1% | -50.7% | -31.7% |
| 3Y | -51.8% | +115.3% | -167.2% | -62.1% |
| 5Y | -45.6% | +106.0% | -151.6% | -55.4% |
| All | -45.6% | +101.1% | -146.7% | -55.4% |
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 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