+430.5%
M vs MTB
+4,423.8%
-3,993.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.0% |
| 7D | -4.3% | -1.3% | -2.9% | -3.3% |
| 30D | +1.3% | +0.5% | +0.8% | +1.1% |
| 3M | -7.4% | -12.4% | +5.0% | +0.5% |
| 6M | +18.3% | +1.5% | +16.8% | +17.4% |
| YTD | +7.6% | +10.3% | -2.7% | +1.3% |
| 1Y | +17.4% | +22.2% | -4.8% | +4.0% |
| 3Y | +108.4% | +96.9% | +11.4% | +36.2% |
| 5Y | -10.6% | +64.3% | -74.9% | -35.2% |
| 10Y | -3.2% | +137.8% | -141.0% | -42.4% |
| All | +430.5% | +4,423.8% | -3,993.3% | +37.8% |
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