+13,824.2%
MA vs MTB
+282.5%
+13,541.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +1.7% | -4.4% | -3.4% |
| 30D | +1.5% | -4.2% | +5.7% | +3.3% |
| 3M | +20.4% | +8.9% | +11.6% | +16.0% |
| 6M | +11.1% | +10.9% | +0.3% | +5.9% |
| YTD | +2.0% | +21.5% | -19.5% | -6.5% |
| 1Y | -2.2% | +21.9% | -24.1% | -10.6% |
| 3Y | +41.9% | +109.2% | -67.4% | -0.2% |
| 5Y | +75.4% | +102.0% | -26.6% | +20.6% |
| 10Y | +527.5% | +171.9% | +355.6% | +246.4% |
| All | +13,824.2% | +282.5% | +13,541.7% | +5,651.9% |
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