+10.1%
MMM vs MTB
+21.0%
-10.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -0.4% | +1.5% | -1.9% | -1.1% |
| 30D | +12.1% | +2.3% | +9.8% | +11.2% |
| 3M | +1.4% | -12.1% | +13.5% | +6.7% |
| 6M | +26.6% | +9.8% | +16.8% | +22.2% |
| YTD | +16.8% | +12.0% | +4.8% | +11.3% |
| 1Y | +10.1% | +22.0% | -11.9% | +1.1% |
| All | +10.1% | +21.0% | -10.9% | +1.1% |
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 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