+7.1%
LOW vs MTB
+61.4%
-54.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +1.4% | +1.5% | -0.1% | +0.9% |
| 30D | +21.7% | +2.3% | +19.4% | +20.8% |
| 3M | +5.0% | -12.1% | +17.1% | +10.1% |
| 6M | +4.6% | +9.8% | -5.2% | +1.1% |
| YTD | -3.5% | +12.0% | -15.5% | -7.5% |
| 1Y | +0.5% | +22.0% | -21.5% | -6.5% |
| 3Y | +24.8% | +107.6% | -82.8% | -5.4% |
| All | +7.1% | +61.4% | -54.3% | -11.7% |
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