-19.5%
MDT vs MTB
+103.4%
-122.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +2.8% | -4.6% | +7.4% | +3.9% |
| 3M | +13.1% | +6.3% | +6.8% | +11.4% |
| 6M | +2.3% | +15.6% | -13.3% | -1.2% |
| YTD | -2.7% | +20.6% | -23.2% | -7.1% |
| 1Y | +0.9% | +22.5% | -21.7% | -4.2% |
| 3Y | +26.8% | +114.4% | -87.6% | +4.1% |
| 5Y | -19.5% | +101.9% | -121.3% | -33.8% |
| All | -19.5% | +103.4% | -122.9% | -33.8% |
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 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