-19.3%
MP vs MTB
+61.4%
-80.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.1% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | -11.7% | +0.8% | -12.6% | -12.1% |
| 3M | -30.8% | -12.8% | -18.0% | -25.0% |
| 6M | -42.9% | +6.7% | -49.6% | -45.8% |
| YTD | -25.9% | +11.3% | -37.2% | -31.7% |
| 1Y | -37.3% | +20.2% | -57.4% | -45.1% |
| 3Y | +150.7% | +103.8% | +46.9% | +51.0% |
| 5Y | -19.3% | +60.9% | -80.1% | -45.3% |
| All | -19.3% | +61.4% | -80.7% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling