+498.8%
MAR vs MTB
+115.1%
+383.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +1.6% | +1.5% | +0.1% | +0.7% |
| 30D | +13.8% | +2.3% | +11.5% | +12.4% |
| 3M | +20.3% | -12.1% | +32.4% | +28.5% |
| 6M | +21.3% | +9.8% | +11.5% | +14.8% |
| YTD | +37.2% | +12.0% | +25.2% | +28.3% |
| 1Y | +48.4% | +22.0% | +26.4% | +32.6% |
| 3Y | +120.1% | +107.6% | +12.5% | +45.4% |
| 5Y | +182.1% | +61.9% | +120.2% | +103.8% |
| All | +498.8% | +115.1% | +383.7% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling