+424.9%
MAR vs MTB
+172.9%
+252.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -2.1% | -0.4% | -1.6% | -1.9% |
| 30D | -5.7% | -4.6% | -1.1% | -3.3% |
| 3M | -14.6% | +7.4% | -22.1% | -18.0% |
| 6M | +1.3% | +18.7% | -17.3% | -7.7% |
| YTD | +6.7% | +21.1% | -14.4% | -4.1% |
| 1Y | +26.4% | +24.1% | +2.4% | +12.0% |
| 3Y | +64.7% | +115.3% | -50.6% | +6.6% |
| 5Y | +153.1% | +106.0% | +47.0% | +58.9% |
| All | +424.9% | +172.9% | +252.0% | +185.4% |
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