+29.7%
M vs MTB
+22.9%
+6.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.0% |
| 7D | -4.1% | +1.1% | -5.1% | -4.9% |
| 30D | -13.6% | -4.6% | -9.0% | -10.4% |
| 3M | -2.3% | +6.3% | -8.5% | -7.1% |
| 6M | +21.9% | +15.6% | +6.3% | +8.5% |
| YTD | -0.6% | +20.6% | -21.1% | -13.8% |
| 1Y | +29.7% | +22.5% | +7.2% | +6.7% |
| All | +29.7% | +22.9% | +6.8% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling