+267.3%
MP vs MTB
+145.5%
+121.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.3% | -2.0% | +4.3% | +3.4% |
| 30D | -15.3% | +0.1% | -15.4% | -15.3% |
| 3M | -33.5% | -12.1% | -21.4% | -29.2% |
| 6M | -45.5% | +7.3% | -52.8% | -47.8% |
| YTD | -27.3% | +11.5% | -38.8% | -31.9% |
| 1Y | -40.7% | +21.3% | -62.0% | -46.9% |
| 3Y | +145.9% | +104.1% | +41.7% | +68.0% |
| 5Y | -13.9% | +61.8% | -75.7% | -34.5% |
| All | +267.3% | +145.5% | +121.8% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling