+10,742.2%
JPM vs MTB
+7,592.0%
+3,150.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +3.4% | +0.8% | +2.6% | +2.8% |
| 3M | -5.7% | -12.8% | +7.1% | +4.3% |
| 6M | +13.5% | +6.7% | +6.8% | +7.7% |
| YTD | +8.4% | +11.3% | -2.9% | -0.6% |
| 1Y | +9.1% | +20.2% | -11.1% | -5.7% |
| 3Y | +149.5% | +103.8% | +45.7% | +40.2% |
| 5Y | +132.6% | +60.9% | +71.7% | +44.8% |
| 10Y | +480.0% | +115.0% | +365.1% | +160.8% |
| All | +10,742.2% | +7,592.0% | +3,150.2% | +366.8% |
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