+2,498.9%
MAR vs MTB
+907.3%
+1,591.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | +1.7% | -5.9% | -5.0% |
| 30D | -6.7% | -4.2% | -2.5% | -4.7% |
| 3M | -12.5% | +8.9% | -21.4% | -16.4% |
| 6M | +0.6% | +10.9% | -10.3% | -4.9% |
| YTD | +9.1% | +21.5% | -12.4% | -1.7% |
| 1Y | +26.2% | +21.9% | +4.3% | +13.3% |
| 3Y | +68.2% | +109.2% | -41.1% | +12.0% |
| 5Y | +163.9% | +102.0% | +61.9% | +71.5% |
| 10Y | +420.6% | +171.9% | +248.6% | +173.7% |
| All | +2,498.9% | +907.3% | +1,591.6% | +614.7% |
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 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