+6.0%
LOW vs MTB
+101.1%
-95.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | -11.1% | -4.6% | -6.5% | -9.7% |
| 3M | -8.5% | +7.4% | -15.9% | -10.8% |
| 6M | -20.8% | +18.7% | -39.5% | -25.4% |
| YTD | -17.2% | +21.1% | -38.3% | -22.7% |
| 1Y | -24.7% | +24.1% | -48.8% | -30.4% |
| 3Y | -9.7% | +115.3% | -125.1% | -31.9% |
| 5Y | +6.0% | +106.0% | -100.0% | -17.9% |
| All | +6.0% | +101.1% | -95.1% | -17.9% |
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