-23.3%
MKC vs MTB
+23.4%
-46.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -5.9% | +1.7% | -7.6% | -6.1% |
| 30D | -0.9% | -4.2% | +3.3% | -0.3% |
| 3M | +12.7% | +8.9% | +3.9% | +12.2% |
| 6M | -19.3% | +10.9% | -30.2% | -19.6% |
| YTD | -22.2% | +21.5% | -43.6% | -22.7% |
| 1Y | -23.3% | +21.9% | -45.3% | -24.8% |
| All | -23.3% | +23.4% | -46.7% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling