+15,614.6%
MA vs MTB
+247.2%
+15,367.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +2.3% | -1.3% | +3.6% | +2.9% |
| 30D | +14.7% | +0.5% | +14.2% | +14.5% |
| 3M | +13.5% | -12.4% | +25.9% | +19.9% |
| 6M | +33.1% | +1.5% | +31.6% | +31.8% |
| YTD | +15.1% | +10.3% | +4.8% | +9.8% |
| 1Y | +18.7% | +22.2% | -3.5% | +8.4% |
| 3Y | +72.1% | +96.9% | -24.9% | +24.7% |
| 5Y | +92.8% | +64.3% | +28.5% | +45.5% |
| 10Y | +571.6% | +137.8% | +433.8% | +292.7% |
| All | +15,614.6% | +247.2% | +15,367.4% | +6,657.8% |
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