-15.1%
MP vs MTB
+63.3%
-78.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.5% |
| 7D | -10.5% | -1.3% | -9.2% | -9.8% |
| 30D | -23.5% | +0.5% | -24.1% | -23.8% |
| 3M | -25.4% | -12.4% | -13.0% | -19.5% |
| 6M | -51.3% | +1.5% | -52.8% | -52.3% |
| YTD | -29.9% | +10.3% | -40.2% | -35.1% |
| 1Y | -31.8% | +22.2% | -54.0% | -41.0% |
| 3Y | +127.0% | +96.9% | +30.0% | +39.4% |
| All | -15.1% | +63.3% | -78.4% | -43.3% |
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