+6,045.6%
IT vs MTB
+3,512.6%
+2,533.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -6.0% | +1.7% | -7.8% | -6.7% |
| 30D | 0.0% | -4.2% | +4.2% | +1.6% |
| 3M | +13.1% | +8.9% | +4.2% | +9.3% |
| 6M | +11.7% | +10.9% | +0.8% | +6.7% |
| YTD | -26.1% | +21.5% | -47.6% | -32.2% |
| 1Y | -21.3% | +21.9% | -43.2% | -27.9% |
| 3Y | -46.7% | +109.2% | -156.0% | -61.8% |
| 5Y | -40.5% | +102.0% | -142.5% | -58.5% |
| 10Y | +103.9% | +171.9% | -68.0% | +15.8% |
| All | +6,045.6% | +3,512.6% | +2,533.0% | +1,253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling