+34,456.9%
LOW vs MTB
+8,229.7%
+26,227.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | -9.3% | -4.6% | -4.6% | -7.6% |
| 3M | -8.1% | +6.3% | -14.3% | -10.3% |
| 6M | -19.8% | +15.6% | -35.4% | -24.2% |
| YTD | -16.4% | +20.6% | -36.9% | -22.5% |
| 1Y | -24.7% | +22.5% | -47.2% | -30.8% |
| 3Y | -8.8% | +114.4% | -123.3% | -34.3% |
| 5Y | +7.8% | +101.9% | -94.1% | -23.2% |
| 10Y | +233.8% | +170.4% | +63.4% | +92.7% |
| All | +34,456.9% | +8,229.7% | +26,227.3% | +3,970.0% |
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