+3,393.7%
MKC vs MTB
+8,294.1%
-4,900.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -5.9% | +1.7% | -7.6% | -6.2% |
| 30D | -0.9% | -4.2% | +3.3% | -0.1% |
| 3M | +12.7% | +8.9% | +3.9% | +11.0% |
| 6M | -19.3% | +10.9% | -30.2% | -20.9% |
| YTD | -22.2% | +21.5% | -43.6% | -25.0% |
| 1Y | -23.3% | +21.9% | -45.3% | -26.3% |
| 3Y | -30.0% | +109.2% | -139.2% | -39.7% |
| 5Y | -33.8% | +102.0% | -135.7% | -43.8% |
| 10Y | +24.4% | +171.9% | -147.5% | -5.8% |
| All | +3,393.7% | +8,294.1% | -4,900.4% | +717.4% |
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