+425.3%
M vs MTB
+4,882.7%
-4,457.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.7% | +1.7% | +3.0% | +3.6% |
| 30D | -9.6% | -4.2% | -5.5% | -7.3% |
| 3M | +0.9% | +8.9% | -8.0% | -4.3% |
| 6M | +22.3% | +10.9% | +11.4% | +14.7% |
| YTD | +6.5% | +21.5% | -15.0% | -5.5% |
| 1Y | +38.8% | +21.9% | +16.9% | +22.8% |
| 3Y | +115.9% | +109.2% | +6.7% | +35.4% |
| 5Y | +28.6% | +102.0% | -73.3% | -17.9% |
| 10Y | -2.5% | +171.9% | -174.5% | -46.5% |
| All | +425.3% | +4,882.7% | -4,457.4% | +28.5% |
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