+7,830.4%
MDT vs MTB
+8,245.1%
-414.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +0.4% | +2.8% | -2.4% | -0.4% |
| 30D | +6.0% | -4.2% | +10.2% | +7.2% |
| 3M | +15.5% | +7.8% | +7.7% | +13.1% |
| 6M | +3.4% | +14.8% | -11.4% | -0.6% |
| YTD | -2.2% | +20.8% | -22.9% | -7.4% |
| 1Y | +2.6% | +23.1% | -20.5% | -3.6% |
| 3Y | +27.5% | +114.8% | -87.3% | +0.6% |
| 5Y | -20.1% | +103.3% | -123.3% | -37.6% |
| 10Y | +39.1% | +173.0% | -133.9% | -4.9% |
| All | +7,830.4% | +8,245.1% | -414.7% | +1,966.8% |
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 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