+3,168.2%
MAR vs MTB
+828.7%
+2,339.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +1.6% | +1.5% | +0.1% | +0.8% |
| 30D | +13.8% | +2.3% | +11.5% | +12.4% |
| 3M | +20.3% | -12.1% | +32.4% | +28.2% |
| 6M | +21.3% | +9.8% | +11.5% | +15.1% |
| YTD | +37.2% | +12.0% | +25.2% | +28.6% |
| 1Y | +48.4% | +22.0% | +26.4% | +33.2% |
| 3Y | +120.1% | +107.6% | +12.5% | +47.6% |
| 5Y | +182.1% | +61.9% | +120.2% | +106.4% |
| 10Y | +530.2% | +116.3% | +413.9% | +272.1% |
| All | +3,168.2% | +828.7% | +2,339.4% | +835.5% |
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