+37.0%
MDT vs MTB
+173.8%
-136.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +0.2% | -4.8% | +5.0% | +1.7% |
| 3M | +14.3% | +6.0% | +8.3% | +12.1% |
| 6M | +4.0% | +19.6% | -15.6% | -1.8% |
| YTD | -3.7% | +21.5% | -25.2% | -9.7% |
| 1Y | -0.4% | +24.7% | -25.1% | -7.5% |
| 3Y | +23.3% | +108.6% | -85.3% | -5.1% |
| 5Y | -18.9% | +106.7% | -125.6% | -39.8% |
| All | +37.0% | +173.8% | -136.8% | -9.8% |
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