+7,983.2%
MDT vs MTB
+8,294.1%
-310.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | +1.7% | +1.5% | +2.7% |
| 30D | +9.5% | -4.2% | +13.7% | +10.8% |
| 3M | +16.0% | +8.9% | +7.1% | +13.2% |
| 6M | +0.2% | +10.9% | -10.7% | -2.7% |
| YTD | -0.3% | +21.5% | -21.8% | -5.8% |
| 1Y | +4.7% | +21.9% | -17.2% | -1.3% |
| 3Y | +26.5% | +109.2% | -82.7% | +0.6% |
| 5Y | -18.2% | +102.0% | -120.2% | -36.1% |
| 10Y | +40.0% | +171.9% | -131.9% | -4.2% |
| All | +7,983.2% | +8,294.1% | -310.9% | +2,003.1% |
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