+154.1%
MAR vs MTB
+103.4%
+50.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -1.0% |
| 30D | -4.7% | -4.6% | 0.0% | -2.7% |
| 3M | -15.6% | +6.3% | -21.9% | -18.1% |
| 6M | +1.2% | +15.6% | -14.4% | -5.4% |
| YTD | +7.5% | +20.6% | -13.1% | -1.5% |
| 1Y | +26.6% | +22.5% | +4.1% | +15.0% |
| 3Y | +66.0% | +114.4% | -48.5% | +18.7% |
| 5Y | +154.1% | +101.9% | +52.2% | +81.1% |
| All | +154.1% | +103.4% | +50.7% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling