+211.3%
MCD vs MTB
+136.2%
+75.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.3% |
| 7D | +5.9% | -0.8% | +6.7% | +6.1% |
| 30D | +19.6% | +2.4% | +17.2% | +19.1% |
| 3M | +3.3% | -10.5% | +13.8% | +5.7% |
| 6M | +3.5% | +6.4% | -2.9% | +2.0% |
| YTD | -6.1% | +12.8% | -18.9% | -8.8% |
| 1Y | -3.7% | +23.3% | -26.9% | -8.2% |
| 3Y | +13.4% | +108.2% | -94.9% | -5.9% |
| 5Y | +25.2% | +68.6% | -43.4% | +6.4% |
| 10Y | +211.3% | +125.3% | +86.0% | +137.3% |
| All | +211.3% | +136.2% | +75.1% | +137.3% |
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