-31.9%
MKC vs MTB
+112.6%
-144.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.3% | +1.1% | -5.4% | -4.5% |
| 30D | -3.1% | -4.6% | +1.5% | -2.4% |
| 3M | +6.8% | +6.3% | +0.6% | +5.9% |
| 6M | -18.3% | +15.6% | -33.9% | -20.0% |
| YTD | -23.1% | +20.6% | -43.6% | -25.2% |
| 1Y | -23.7% | +22.5% | -46.2% | -26.0% |
| All | -31.9% | +112.6% | -144.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling